+1,657.2%
ADI vs QLD
+7,183.5%
-5,526.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -12.7% | +1.6% | -4.5% |
| 7D | -16.7% | -18.6% | +1.9% | -7.3% |
| 30D | -14.2% | -28.3% | +14.1% | +1.9% |
| 3M | -4.1% | -20.4% | +16.3% | +7.7% |
| 6M | -10.3% | -14.3% | +4.0% | -3.3% |
| YTD | +34.3% | +2.8% | +31.5% | +31.1% |
| 1Y | +54.9% | -1.2% | +56.1% | +54.0% |
| 3Y | +125.3% | +135.3% | -10.0% | +40.1% |
| 5Y | +113.1% | +62.6% | +50.5% | +48.2% |
| 10Y | +584.5% | +1,384.3% | -799.8% | +39.2% |
| All | +1,657.2% | +7,183.5% | -5,526.3% | +25.3% |
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