+121.0%
QLD vs ADM
+62.5%
+58.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +0.6% | +3.8% | -3.2% | -0.5% |
| 30D | -0.1% | +9.8% | -9.9% | -2.8% |
| 3M | -8.4% | +2.1% | -10.5% | -9.1% |
| 6M | +32.2% | +27.5% | +4.7% | +22.4% |
| YTD | +28.9% | +50.2% | -21.3% | +13.2% |
| 1Y | +43.8% | +40.6% | +3.2% | +28.3% |
| 3Y | +176.6% | +17.2% | +159.4% | +159.7% |
| All | +121.0% | +62.5% | +58.5% | +77.3% |
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 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