+133.2%
ADM vs QS
-47.4%
+180.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +3.0% | -5.0% | +8.0% | +3.1% |
| 30D | +8.7% | -18.3% | +27.0% | +9.2% |
| 3M | +7.6% | -26.0% | +33.6% | +8.2% |
| 6M | +26.9% | -24.0% | +50.9% | +27.3% |
| YTD | +54.3% | -50.3% | +104.6% | +56.3% |
| 1Y | +45.7% | -38.0% | +83.6% | +46.1% |
| 3Y | +21.9% | -24.6% | +46.5% | +19.7% |
| 5Y | +67.2% | -75.4% | +142.6% | +64.8% |
| All | +133.2% | -47.4% | +180.7% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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