+1,351.8%
QLD vs ADM
+98.0%
+1,253.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.3% | +2.9% |
| 7D | -10.3% | -9.0% | -1.2% | -5.8% |
| 30D | -26.1% | -14.0% | -12.1% | -20.3% |
| 3M | -17.8% | -9.2% | -8.6% | -14.6% |
| 6M | -15.6% | -9.2% | -6.4% | -12.8% |
| YTD | +5.4% | +24.2% | -18.8% | -10.5% |
| 1Y | +5.2% | +27.0% | -21.7% | -12.3% |
| 3Y | +139.4% | +6.6% | +132.8% | +106.6% |
| 5Y | +66.7% | +25.0% | +41.7% | +19.2% |
| All | +1,351.8% | +98.0% | +1,253.9% | +509.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling