+1,767.3%
ADI vs QID
-100.0%
+1,867.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.4% |
| 7D | +0.4% | -0.6% | +1.1% | +0.1% |
| 30D | -3.8% | 0.0% | -3.8% | -3.6% |
| 3M | -15.3% | +3.7% | -19.0% | -10.9% |
| 6M | +6.7% | -29.9% | +36.5% | -7.0% |
| YTD | +34.8% | -28.8% | +63.5% | +19.1% |
| 1Y | +49.0% | -37.2% | +86.2% | +25.1% |
| 3Y | +108.1% | -73.7% | +181.8% | +29.9% |
| 5Y | +142.4% | -80.7% | +223.2% | +58.9% |
| 10Y | +589.9% | -99.1% | +689.0% | +38.9% |
| All | +1,767.3% | -100.0% | +1,867.3% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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