+67.1%
ADM vs QS
-74.8%
+141.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.6% | +9.0% | +2.7% |
| 7D | +1.4% | -4.2% | +5.6% | +1.5% |
| 30D | +8.2% | -15.7% | +23.9% | +8.8% |
| 3M | +8.7% | -28.7% | +37.4% | +9.7% |
| 6M | +29.1% | -23.2% | +52.3% | +29.7% |
| YTD | +53.7% | -49.9% | +103.6% | +56.6% |
| 1Y | +43.2% | -38.8% | +82.0% | +43.9% |
| 3Y | +21.4% | -24.0% | +45.4% | +17.4% |
| 5Y | +67.1% | -75.6% | +142.7% | +62.2% |
| All | +67.1% | -74.8% | +141.9% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling