-36.3%
QID vs ADVB
+10.9%
-47.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.4% |
| 7D | -2.7% | -14.0% | +11.2% | -2.5% |
| 30D | +1.8% | +41.0% | -39.2% | +1.1% |
| 3M | -2.2% | +127.9% | -130.1% | -3.8% |
| 6M | -32.1% | +101.3% | -133.5% | -32.9% |
| YTD | -28.6% | +53.8% | -82.3% | -29.3% |
| 1Y | -36.3% | +4.4% | -40.7% | -36.2% |
| All | -36.3% | +10.9% | -47.2% | -36.2% |
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