+1,481.8%
QQQ vs ADI
+4,719.0%
-3,237.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.1% |
| 7D | +3.6% | +9.5% | -5.8% | -0.7% |
| 30D | -6.7% | -1.4% | -5.3% | -6.5% |
| 3M | -7.0% | +4.7% | -11.8% | -9.6% |
| 6M | -4.7% | -7.4% | +2.8% | -2.6% |
| YTD | +11.1% | +48.1% | -37.0% | -9.5% |
| 1Y | +12.3% | +69.6% | -57.4% | -14.2% |
| 3Y | +83.3% | +144.4% | -61.0% | +14.0% |
| 5Y | +77.5% | +134.1% | -56.6% | +11.8% |
| 10Y | +528.3% | +632.8% | -104.5% | +123.9% |
| All | +1,481.8% | +4,719.0% | -3,237.2% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling