+127.1%
ADM vs QS
-44.4%
+171.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +3.8% | -2.3% | +6.1% | +3.8% |
| 30D | +9.8% | -0.7% | +10.5% | +9.7% |
| 3M | +2.1% | -39.6% | +41.8% | +3.2% |
| 6M | +27.5% | -21.7% | +49.2% | +27.9% |
| YTD | +50.2% | -47.4% | +97.6% | +52.0% |
| 1Y | +40.6% | -28.4% | +69.0% | +40.5% |
| 3Y | +17.2% | -22.6% | +39.8% | +15.0% |
| 5Y | +61.9% | -75.6% | +137.5% | +59.5% |
| All | +127.1% | -44.4% | +171.4% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling