+18.5%
ADM vs QS
-19.7%
+38.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | -0.1% | +2.2% | -2.3% | -0.1% |
| 30D | +11.0% | -8.1% | +19.1% | +11.3% |
| 3M | +6.0% | -27.0% | +33.0% | +6.8% |
| 6M | +26.9% | -16.4% | +43.4% | +27.1% |
| YTD | +50.0% | -46.4% | +96.4% | +52.1% |
| 1Y | +39.6% | -41.1% | +80.7% | +40.3% |
| 3Y | +18.5% | -18.6% | +37.2% | +15.7% |
| All | +18.5% | -19.7% | +38.2% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling