+242.9%
ADI vs QS
-44.4%
+287.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.6% |
| 7D | +0.4% | -2.3% | +2.8% | +0.6% |
| 30D | -3.8% | -0.7% | -3.1% | -3.8% |
| 3M | -15.3% | -39.6% | +24.4% | -11.8% |
| 6M | +6.7% | -21.7% | +28.4% | +8.4% |
| YTD | +34.8% | -47.4% | +82.2% | +40.9% |
| 1Y | +49.0% | -28.4% | +77.4% | +49.4% |
| 3Y | +108.1% | -22.6% | +130.7% | +96.3% |
| 5Y | +142.4% | -75.6% | +218.0% | +134.3% |
| All | +242.9% | -44.4% | +287.2% | +248.1% |
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