+197.3%
QSR vs AMBA
+13.1%
+184.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.1% | -7.2% | -1.7% |
| 7D | +7.3% | -7.2% | +14.5% | +8.0% |
| 30D | +11.9% | -10.4% | +22.3% | +12.9% |
| 3M | +7.5% | -30.1% | +37.6% | +11.0% |
| 6M | +2.5% | -22.4% | +24.9% | +2.5% |
| YTD | +17.0% | -17.3% | +34.3% | +15.2% |
| 1Y | +18.1% | -35.4% | +53.5% | +19.4% |
| 3Y | +28.6% | +18.6% | +10.0% | +15.0% |
| 5Y | +55.8% | -69.8% | +125.6% | +58.4% |
| 10Y | +140.5% | +1.1% | +139.4% | +88.3% |
| All | +197.3% | +13.1% | +184.2% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling