+720.0%
ADI vs QSR
+206.0%
+514.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | +2.6% | -2.4% | +5.0% | +3.6% |
| 30D | -4.6% | +5.7% | -10.3% | -6.9% |
| 3M | -9.5% | +6.9% | -16.4% | -12.5% |
| 6M | +14.8% | +6.9% | +8.0% | +10.6% |
| YTD | +35.8% | +14.9% | +20.9% | +26.5% |
| 1Y | +48.9% | +29.1% | +19.8% | +31.7% |
| 3Y | +115.6% | +26.1% | +89.4% | +89.3% |
| 5Y | +135.1% | +42.3% | +92.8% | +94.2% |
| 10Y | +636.4% | +134.0% | +502.5% | +375.6% |
| All | +720.0% | +206.0% | +514.0% | +394.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling