+90.5%
ADM vs QS
-60.6%
+151.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.8% | +7.9% | +0.3% |
| 7D | +0.7% | -5.6% | +6.3% | +0.8% |
| 30D | -14.7% | -5.8% | -8.9% | -14.6% |
| 3M | -10.4% | -39.2% | +28.8% | -9.5% |
| 6M | -10.9% | -53.9% | +43.0% | -9.6% |
| YTD | +26.0% | -62.8% | +88.8% | +28.4% |
| 1Y | +26.5% | -73.5% | +100.0% | +29.9% |
| 3Y | +8.2% | -29.1% | +37.3% | +6.4% |
| 5Y | +24.0% | -90.0% | +114.0% | +23.8% |
| All | +90.5% | -60.6% | +151.1% | +85.0% |
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