+1,376.2%
ADP vs QID
-100.0%
+1,476.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | -1.2% |
| 7D | +0.9% | -1.1% | +2.1% | +0.7% |
| 30D | +11.9% | +14.4% | -2.5% | +17.1% |
| 3M | +13.7% | +6.7% | +7.1% | +16.5% |
| 6M | +46.8% | +2.6% | +44.2% | +48.4% |
| YTD | +21.8% | -24.2% | +46.0% | +11.8% |
| 1Y | +23.5% | -22.3% | +45.8% | +14.5% |
| 3Y | +44.1% | -72.0% | +116.1% | -1.7% |
| 5Y | +49.9% | -78.2% | +128.0% | +6.6% |
| 10Y | +318.8% | -99.1% | +417.8% | +16.8% |
| All | +1,376.2% | -100.0% | +1,476.1% | +57.8% |
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