-60.9%
ADBE vs QS
-74.9%
+14.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.2% |
| 7D | -5.4% | -3.6% | -1.7% | -5.0% |
| 30D | -2.5% | -17.2% | +14.7% | -0.9% |
| 3M | +15.3% | -27.0% | +42.2% | +18.0% |
| 6M | -7.8% | -24.6% | +16.7% | -6.8% |
| YTD | -27.9% | -49.3% | +21.4% | -24.4% |
| 1Y | -28.0% | -40.3% | +12.3% | -27.7% |
| 3Y | -55.3% | -23.8% | -31.5% | -61.0% |
| All | -60.9% | -74.9% | +14.0% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling