+237.2%
ADM vs QID
-100.0%
+337.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.2% |
| 7D | +3.8% | -0.6% | +4.4% | +3.5% |
| 30D | +9.8% | 0.0% | +9.8% | +9.7% |
| 3M | +2.1% | +3.7% | -1.6% | +4.1% |
| 6M | +27.5% | -29.9% | +57.4% | +15.0% |
| YTD | +50.2% | -28.8% | +79.0% | +36.5% |
| 1Y | +40.6% | -37.2% | +77.8% | +22.8% |
| 3Y | +17.2% | -73.7% | +90.9% | -19.9% |
| 5Y | +61.9% | -80.7% | +142.6% | +9.6% |
| 10Y | +159.3% | -99.1% | +258.4% | -38.5% |
| All | +237.2% | -100.0% | +337.2% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling