+45.3%
ADM vs QS
-36.7%
+82.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | +2.5% | -3.6% | +6.1% | +2.5% |
| 30D | +9.5% | -17.2% | +26.7% | +9.7% |
| 3M | +10.6% | -27.0% | +37.6% | +11.0% |
| 6M | +24.0% | -24.6% | +48.6% | +24.5% |
| YTD | +54.0% | -49.3% | +103.3% | +55.5% |
| 1Y | +45.3% | -40.3% | +85.7% | +46.3% |
| All | +45.3% | -36.7% | +82.0% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling