+1,663.2%
ADI vs QLD
+9,036.4%
-7,373.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | +0.4% | +0.6% | -0.1% | +0.1% |
| 30D | -3.8% | -0.1% | -3.7% | -3.8% |
| 3M | -15.3% | -8.4% | -6.9% | -11.6% |
| 6M | +6.7% | +32.2% | -25.5% | -8.2% |
| YTD | +34.8% | +28.9% | +5.9% | +17.1% |
| 1Y | +49.0% | +43.8% | +5.2% | +21.9% |
| 3Y | +108.1% | +176.6% | -68.5% | +18.6% |
| 5Y | +142.4% | +121.6% | +20.9% | +43.5% |
| 10Y | +589.9% | +1,652.9% | -1,063.0% | +28.5% |
| All | +1,663.2% | +9,036.4% | -7,373.2% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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