+45.0%
QSR vs AMBA
-53.5%
+98.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.4% |
| 7D | +0.1% | -6.4% | +6.5% | +0.5% |
| 30D | +5.9% | -26.8% | +32.8% | +8.1% |
| 3M | +10.5% | -7.6% | +18.1% | +9.9% |
| 6M | +7.7% | +21.2% | -13.5% | +3.7% |
| YTD | +16.8% | -10.4% | +27.2% | +15.1% |
| 1Y | +30.9% | -24.4% | +55.3% | +30.3% |
| 3Y | +28.2% | +6.0% | +22.2% | +18.8% |
| 5Y | +45.0% | -53.9% | +98.9% | +37.4% |
| All | +45.0% | -53.5% | +98.5% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling