+7.4%
ADM vs QS
-28.5%
+36.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.4% |
| 6M | -10.9% | -53.9% | +43.0% | -9.4% |
| YTD | +26.0% | -62.8% | +88.8% | +28.7% |
| 1Y | +26.5% | -73.5% | +100.0% | +30.4% |
| All | +7.4% | -28.5% | +36.0% | +4.9% |
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