+1,303.1%
ADP vs QLD
+8,245.8%
-6,942.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.7% | +1.9% |
| 7D | +6.4% | -9.4% | +15.8% | +9.6% |
| 30D | +16.6% | -17.1% | +33.7% | +23.2% |
| 3M | +12.9% | -10.4% | +23.3% | +15.9% |
| 6M | +45.7% | +0.7% | +44.9% | +40.5% |
| YTD | +20.6% | +17.7% | +2.9% | +9.4% |
| 1Y | +20.5% | +14.7% | +5.8% | +9.8% |
| 3Y | +48.7% | +169.6% | -120.9% | -6.2% |
| 5Y | +50.0% | +86.7% | -36.6% | +0.6% |
| 10Y | +324.2% | +1,600.8% | -1,276.5% | +10.4% |
| All | +1,303.1% | +8,245.8% | -6,942.7% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling