-44.9%
ADBE vs QS
-47.4%
+2.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -12.9% | -5.0% | -8.0% | -12.7% |
| 30D | -5.6% | -18.3% | +12.7% | -4.7% |
| 3M | +6.6% | -26.0% | +32.6% | +7.9% |
| 6M | -9.6% | -24.0% | +14.5% | -9.0% |
| YTD | -28.9% | -50.3% | +21.4% | -26.9% |
| 1Y | -28.9% | -38.0% | +9.0% | -28.7% |
| 3Y | -55.6% | -24.6% | -31.0% | -58.1% |
| 5Y | -62.2% | -75.4% | +13.2% | -63.4% |
| All | -44.9% | -47.4% | +2.5% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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