+62.6%
QLD vs ADM
+25.5%
+37.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.5% | -12.2% | -12.6% |
| 7D | -18.6% | -7.5% | -11.0% | -17.0% |
| 30D | -28.3% | -14.3% | -14.0% | -25.6% |
| 3M | -20.4% | -8.6% | -11.8% | -19.1% |
| 6M | -14.3% | -9.9% | -4.4% | -12.7% |
| YTD | +2.8% | +25.1% | -22.3% | -5.7% |
| 1Y | -1.2% | +28.8% | -30.1% | -10.5% |
| 3Y | +135.3% | +6.9% | +128.5% | +119.7% |
| 5Y | +62.6% | +25.9% | +36.7% | +41.4% |
| All | +62.6% | +25.5% | +37.1% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling