+1,520.2%
QLD vs ADM
+118.6%
+1,401.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +3.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -15.7% | -11.8% | -3.9% | -10.2% |
| 3M | -10.0% | -11.3% | +1.3% | -5.1% |
| 6M | -11.2% | -10.0% | -1.2% | -7.8% |
| YTD | +16.4% | +25.9% | -9.6% | -2.0% |
| 1Y | +12.7% | +26.7% | -14.0% | -5.9% |
| 3Y | +152.3% | +8.1% | +144.1% | +115.6% |
| 5Y | +91.8% | +23.5% | +68.3% | +38.4% |
| 10Y | +1,520.2% | +128.2% | +1,392.0% | +593.1% |
| All | +1,520.2% | +118.6% | +1,401.7% | +593.1% |
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