+182.7%
ADM vs QID
-100.0%
+282.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +7.0% | +0.9% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | -11.8% | +14.4% | -26.2% | -7.7% |
| 3M | -11.3% | +6.7% | -18.0% | -9.1% |
| 6M | -10.0% | +2.6% | -12.6% | -8.2% |
| YTD | +25.9% | -24.2% | +50.1% | +17.2% |
| 1Y | +26.7% | -22.3% | +49.0% | +18.9% |
| 3Y | +8.1% | -72.0% | +80.2% | -24.6% |
| 5Y | +23.5% | -78.2% | +101.7% | -12.5% |
| 10Y | +128.2% | -99.1% | +227.3% | -44.9% |
| All | +182.7% | -100.0% | +282.7% | -78.6% |
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