+204.1%
QSR vs AMBA
+21.5%
+182.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +2.4% | -11.0% | +13.4% | +3.7% |
| 30D | +7.6% | -23.2% | +30.8% | +10.5% |
| 3M | +12.6% | -12.7% | +25.3% | +12.4% |
| 6M | +14.4% | +11.2% | +3.2% | +9.9% |
| YTD | +19.6% | -11.2% | +30.8% | +17.5% |
| 1Y | +33.9% | -22.5% | +56.4% | +32.6% |
| 3Y | +27.1% | -1.3% | +28.4% | +17.3% |
| 5Y | +48.5% | -54.2% | +102.7% | +42.8% |
| 10Y | +126.2% | -6.1% | +132.3% | +79.1% |
| All | +204.1% | +21.5% | +182.6% | +119.6% |
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