+138.3%
ADI vs QS
-74.9%
+213.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +2.9% | +4.6% |
| 7D | +4.6% | -3.6% | +8.2% | +5.1% |
| 30D | -1.2% | -17.2% | +16.1% | +1.5% |
| 3M | -7.8% | -27.0% | +19.2% | -4.0% |
| 6M | +19.3% | -24.6% | +43.9% | +22.9% |
| YTD | +40.9% | -49.3% | +90.2% | +52.4% |
| 1Y | +54.5% | -40.3% | +94.8% | +58.7% |
| 3Y | +123.4% | -23.8% | +147.2% | +96.1% |
| All | +138.3% | -74.9% | +213.2% | +123.5% |
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