+134.0%
ADM vs QSR
+211.0%
-76.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.6% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | +11.0% | +5.9% | +5.1% | +9.0% |
| 3M | +6.0% | +10.5% | -4.5% | +2.5% |
| 6M | +26.9% | +7.7% | +19.2% | +23.2% |
| YTD | +50.0% | +16.8% | +33.2% | +41.7% |
| 1Y | +39.6% | +30.9% | +8.7% | +27.0% |
| 3Y | +18.5% | +28.2% | -9.7% | +7.6% |
| 5Y | +62.6% | +45.0% | +17.6% | +40.5% |
| 10Y | +162.4% | +127.3% | +35.1% | +86.3% |
| All | +134.0% | +211.0% | -76.9% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling