-50.0%
QID vs ADVB
-97.5%
+47.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -2.5% |
| 7D | +9.4% | -13.9% | +23.3% | +9.2% |
| 30D | +31.2% | -68.1% | +99.4% | +30.1% |
| 3M | +17.4% | -73.4% | +90.8% | +16.4% |
| 6M | +8.4% | -70.8% | +79.2% | +9.2% |
| YTD | -15.8% | -66.1% | +50.3% | -14.0% |
| 1Y | -16.3% | -77.5% | +61.2% | -16.4% |
| All | -50.0% | -97.5% | +47.6% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling