+81.1%
QLD vs ADM
+26.0%
+55.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.8% |
| 7D | -1.4% | -7.8% | +6.4% | +0.5% |
| 30D | -19.6% | -12.6% | -7.0% | -17.0% |
| 3M | -14.1% | -8.2% | -5.9% | -12.9% |
| 6M | -13.6% | -8.9% | -4.7% | -12.4% |
| YTD | +12.5% | +24.0% | -11.4% | +3.5% |
| 1Y | +13.1% | +26.2% | -13.0% | +3.2% |
| 3Y | +154.7% | +7.0% | +147.7% | +137.0% |
| 5Y | +81.1% | +24.9% | +56.2% | +57.3% |
| All | +81.1% | +26.0% | +55.1% | +57.3% |
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