+45.8%
ADP vs QS
-74.6%
+120.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -3.6% |
| 7D | -5.5% | +2.2% | -7.7% | -5.6% |
| 30D | -1.2% | -8.1% | +6.8% | -1.0% |
| 3M | +17.9% | -27.0% | +44.9% | +19.0% |
| 6M | +20.3% | -16.4% | +36.8% | +20.3% |
| YTD | +5.8% | -46.4% | +52.2% | +7.9% |
| 1Y | -7.7% | -41.1% | +33.4% | -7.3% |
| 3Y | +14.7% | -18.6% | +33.4% | +7.7% |
| 5Y | +45.8% | -73.0% | +118.8% | +39.1% |
| All | +45.8% | -74.6% | +120.4% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling