+138.3%
ADI vs QSR
+40.5%
+97.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.2% | +4.6% |
| 7D | +4.6% | -4.0% | +8.6% | +6.2% |
| 30D | -1.2% | +2.8% | -3.9% | -2.3% |
| 3M | -7.8% | +5.1% | -12.9% | -10.2% |
| 6M | +19.3% | +8.8% | +10.5% | +13.9% |
| YTD | +40.9% | +14.8% | +26.1% | +30.7% |
| 1Y | +54.5% | +25.7% | +28.8% | +36.9% |
| 3Y | +123.4% | +27.5% | +95.9% | +90.1% |
| All | +138.3% | +40.5% | +97.8% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling