+558.6%
QQQ vs ADI
+670.4%
-111.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | -1.5% |
| 7D | -0.6% | +4.6% | -5.1% | -2.8% |
| 30D | -1.2% | -1.2% | 0.0% | -0.8% |
| 3M | -0.2% | -7.8% | +7.6% | +3.3% |
| 6M | +17.9% | +19.3% | -1.4% | +6.1% |
| YTD | +16.6% | +40.9% | -24.3% | -4.1% |
| 1Y | +23.0% | +54.5% | -31.5% | -4.0% |
| 3Y | +92.9% | +123.4% | -30.5% | +18.3% |
| 5Y | +95.6% | +142.3% | -46.7% | +12.9% |
| All | +558.6% | +670.4% | -111.9% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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