+1,569.6%
QQQ vs ADI
+4,298.0%
-2,728.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | +1.5% | +2.4% | -0.9% | +0.4% |
| 30D | -0.6% | -6.6% | +5.9% | +2.4% |
| 3M | +0.4% | -9.8% | +10.2% | +4.8% |
| 6M | +20.1% | +15.7% | +4.4% | +10.8% |
| YTD | +17.2% | +35.1% | -17.9% | +0.2% |
| 1Y | +24.7% | +47.7% | -23.0% | +1.9% |
| 3Y | +96.2% | +114.5% | -18.3% | +30.3% |
| 5Y | +94.4% | +141.2% | -46.8% | +21.3% |
| 10Y | +556.7% | +611.3% | -54.6% | +138.7% |
| All | +1,569.6% | +4,298.0% | -2,728.4% | +101.4% |
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