+116.6%
ADP vs QS
-47.0%
+163.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | -0.9% |
| 7D | -5.7% | -4.2% | -1.4% | -5.6% |
| 30D | -3.1% | -15.7% | +12.6% | -2.7% |
| 3M | +15.6% | -28.7% | +44.3% | +16.3% |
| 6M | +20.8% | -23.2% | +44.0% | +21.1% |
| YTD | +4.7% | -49.9% | +54.7% | +6.1% |
| 1Y | -8.3% | -38.8% | +30.5% | -8.1% |
| 3Y | +13.6% | -24.0% | +37.6% | +10.4% |
| 5Y | +45.0% | -75.6% | +120.6% | +41.7% |
| All | +116.6% | -47.0% | +163.6% | +120.0% |
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