+94.5%
QQQ vs ADI
+143.1%
-48.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.0% | +2.6% | -1.6% | -0.3% |
| 30D | -0.6% | -4.6% | +4.0% | +1.6% |
| 3M | +1.3% | -9.5% | +10.8% | +5.8% |
| 6M | +18.1% | +14.8% | +3.3% | +8.2% |
| YTD | +16.9% | +35.8% | -18.9% | -2.4% |
| 1Y | +24.0% | +48.9% | -25.0% | -1.9% |
| 3Y | +95.6% | +115.6% | -19.9% | +17.8% |
| 5Y | +94.5% | +135.1% | -40.6% | +6.0% |
| All | +94.5% | +143.1% | -48.6% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling