+7.4%
ADM vs QSR
+21.9%
-14.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +0.7% | -3.9% | +4.6% | +1.5% |
| 30D | -14.7% | +5.9% | -20.6% | -15.7% |
| 3M | -10.4% | +1.7% | -12.1% | -11.0% |
| 6M | -10.9% | -1.9% | -9.1% | -10.9% |
| YTD | +26.0% | +13.6% | +12.4% | +20.2% |
| 1Y | +26.5% | +13.1% | +13.4% | +20.8% |
| All | +7.4% | +21.9% | -14.4% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling