+96.5%
ADM vs QSR
+202.6%
-106.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +0.7% | -3.9% | +4.6% | +1.9% |
| 30D | -14.7% | +5.9% | -20.6% | -16.2% |
| 3M | -10.4% | +1.7% | -12.1% | -11.2% |
| 6M | -10.9% | -1.9% | -9.1% | -11.1% |
| YTD | +26.0% | +13.6% | +12.4% | +19.7% |
| 1Y | +26.5% | +13.1% | +13.4% | +20.3% |
| 3Y | +8.2% | +21.8% | -13.6% | -0.4% |
| 5Y | +24.0% | +57.2% | -33.2% | +4.4% |
| 10Y | +128.4% | +138.5% | -10.1% | +59.2% |
| All | +96.5% | +202.6% | -106.0% | +26.4% |
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