+18.9%
ADP vs QS
-21.3%
+40.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.1% |
| 7D | -3.4% | -2.3% | -1.1% | -3.4% |
| 30D | +2.8% | -0.7% | +3.5% | +2.8% |
| 3M | +20.9% | -39.6% | +60.6% | +21.3% |
| 6M | +29.9% | -21.7% | +51.6% | +29.8% |
| YTD | +9.6% | -47.4% | +57.1% | +10.2% |
| 1Y | -5.3% | -28.4% | +23.1% | -5.6% |
| All | +18.9% | -21.3% | +40.1% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling