-22.0%
QID vs ADVB
-76.7%
+54.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -1.8% |
| 7D | +9.8% | -29.5% | +39.3% | +10.0% |
| 30D | +18.9% | -66.9% | +85.8% | +20.1% |
| 3M | +9.6% | -73.7% | +83.3% | +11.0% |
| 6M | -7.8% | -64.8% | +57.0% | -6.3% |
| YTD | -23.3% | -64.0% | +40.7% | -22.1% |
| 1Y | -22.0% | -77.0% | +54.9% | -25.7% |
| All | -22.0% | -76.7% | +54.6% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling