+1,502.1%
QLD vs ADM
+133.7%
+1,368.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.9% |
| 7D | +7.0% | +4.2% | +2.8% | +4.6% |
| 30D | -14.3% | -12.8% | -1.5% | -8.1% |
| 3M | -16.0% | -8.5% | -7.5% | -12.9% |
| 6M | -14.2% | -10.9% | -3.3% | -10.3% |
| YTD | +12.8% | +29.4% | -16.7% | -6.5% |
| 1Y | +14.1% | +27.5% | -13.5% | -5.0% |
| 3Y | +146.0% | +10.3% | +135.6% | +108.1% |
| 5Y | +82.0% | +27.4% | +54.7% | +28.7% |
| All | +1,502.1% | +133.7% | +1,368.4% | +561.3% |
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