+22.2%
QS vs AMRZ
-20.3%
+42.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -5.0% | -8.1% | +3.2% | -3.7% |
| 30D | -18.3% | -14.8% | -3.5% | -16.2% |
| 3M | -26.0% | -19.7% | -6.3% | -23.7% |
| 6M | -24.0% | -30.8% | +6.8% | -21.7% |
| YTD | -50.3% | -24.3% | -26.0% | -47.2% |
| 1Y | -38.0% | -24.0% | -13.9% | -40.0% |
| All | +22.2% | -20.3% | +42.4% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMRZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling