+123.4%
ADI vs QSR
+25.8%
+97.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.2% | +4.7% |
| 7D | +4.6% | -4.0% | +8.6% | +5.6% |
| 30D | -1.2% | +2.8% | -3.9% | -1.9% |
| 3M | -7.8% | +5.1% | -12.9% | -9.3% |
| 6M | +19.3% | +8.8% | +10.5% | +15.7% |
| YTD | +40.9% | +14.8% | +26.1% | +33.8% |
| 1Y | +54.5% | +25.7% | +28.8% | +42.0% |
| 3Y | +123.4% | +27.5% | +95.9% | +102.5% |
| All | +123.4% | +25.8% | +97.6% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling