+45.3%
ADM vs QSR
+28.6%
+16.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +2.5% | -4.0% | +6.5% | +2.2% |
| 30D | +9.5% | +2.8% | +6.7% | +9.6% |
| 3M | +10.6% | +5.1% | +5.5% | +10.9% |
| 6M | +24.0% | +8.8% | +15.2% | +24.1% |
| YTD | +54.0% | +14.8% | +39.1% | +53.2% |
| 1Y | +45.3% | +25.7% | +19.6% | +45.9% |
| All | +45.3% | +28.6% | +16.7% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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