+101.9%
ADM vs QSR
+202.3%
-100.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +4.2% | -2.9% | +7.1% | +5.1% |
| 30D | -12.8% | +4.1% | -17.0% | -14.0% |
| 3M | -8.5% | -0.7% | -7.8% | -8.6% |
| 6M | -10.9% | +0.4% | -11.4% | -11.6% |
| YTD | +29.4% | +13.5% | +15.9% | +23.0% |
| 1Y | +27.5% | +11.0% | +16.5% | +22.0% |
| 3Y | +10.3% | +22.0% | -11.6% | +1.5% |
| 5Y | +27.4% | +57.1% | -29.7% | +7.3% |
| 10Y | +134.6% | +138.3% | -3.7% | +63.6% |
| All | +101.9% | +202.3% | -100.4% | +29.9% |
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 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