-43.0%
ADBE vs QS
-43.2%
+0.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -3.6% |
| 7D | -10.1% | +2.2% | -12.3% | -10.2% |
| 30D | -3.0% | -8.1% | +5.1% | -2.6% |
| 3M | +5.0% | -27.0% | +32.0% | +6.4% |
| 6M | -9.3% | -16.4% | +7.1% | -9.2% |
| YTD | -26.5% | -46.4% | +19.9% | -24.7% |
| 1Y | -28.3% | -41.1% | +12.8% | -27.8% |
| 3Y | -54.1% | -18.6% | -35.5% | -56.8% |
| 5Y | -61.2% | -73.0% | +11.8% | -62.5% |
| All | -43.0% | -43.2% | +0.2% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling