+176.6%
ADM vs QID
-99.1%
+275.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.5% |
| 7D | +1.4% | -1.9% | +3.3% | +1.0% |
| 30D | +8.2% | +1.7% | +6.5% | +8.6% |
| 3M | +8.7% | -3.9% | +12.6% | +8.2% |
| 6M | +29.1% | -30.0% | +59.1% | +21.1% |
| YTD | +53.7% | -28.2% | +81.9% | +45.1% |
| 1Y | +43.2% | -35.6% | +78.9% | +32.4% |
| 3Y | +21.4% | -74.3% | +95.7% | -5.5% |
| 5Y | +67.1% | -80.8% | +147.9% | +31.1% |
| 10Y | +176.6% | -99.2% | +275.7% | +18.3% |
| All | +176.6% | -99.1% | +275.7% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling