+284.5%
ADP vs QLD
+1,646.9%
-1,362.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | +2.8% | -0.1% | +2.9% | +2.7% |
| 3M | +20.9% | -8.4% | +29.3% | +22.1% |
| 6M | +29.9% | +32.2% | -2.3% | +15.5% |
| YTD | +9.6% | +28.9% | -19.3% | -1.8% |
| 1Y | -5.3% | +43.8% | -49.1% | -18.9% |
| 3Y | +16.5% | +176.6% | -160.1% | -25.2% |
| 5Y | +49.4% | +121.6% | -72.2% | -3.1% |
| All | +284.5% | +1,646.9% | -1,362.4% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling