+1,229.2%
ADP vs QID
-100.0%
+1,329.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.2% |
| 7D | -3.4% | -0.6% | -2.8% | -3.6% |
| 30D | +2.8% | 0.0% | +2.8% | +2.9% |
| 3M | +20.9% | +3.7% | +17.2% | +22.7% |
| 6M | +29.9% | -29.9% | +59.7% | +15.5% |
| YTD | +9.6% | -28.8% | +38.4% | -1.6% |
| 1Y | -5.3% | -37.2% | +31.9% | -18.4% |
| 3Y | +16.5% | -73.7% | +90.2% | -21.8% |
| 5Y | +49.4% | -80.7% | +130.1% | +1.8% |
| 10Y | +282.2% | -99.1% | +381.3% | +4.7% |
| All | +1,229.2% | -100.0% | +1,329.2% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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