+151.8%
ADP vs QS
-57.3%
+209.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.4% |
| 7D | +0.9% | -5.0% | +5.9% | +1.0% |
| 30D | +11.9% | -1.4% | +13.3% | +11.9% |
| 3M | +13.7% | -33.6% | +47.3% | +14.7% |
| 6M | +46.8% | -47.6% | +94.3% | +48.5% |
| YTD | +21.8% | -59.6% | +81.4% | +23.9% |
| 1Y | +23.5% | -73.5% | +97.1% | +27.1% |
| 3Y | +44.1% | -23.0% | +67.1% | +39.7% |
| 5Y | +49.9% | -89.4% | +139.3% | +47.3% |
| All | +151.8% | -57.3% | +209.1% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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