-71.3%
QS vs ADVB
-76.7%
+5.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.5% | +12.1% | +7.4% |
| 7D | +4.5% | -29.5% | +34.0% | +3.3% |
| 30D | -4.1% | -66.9% | +62.8% | -7.9% |
| 3M | -22.1% | -73.7% | +51.6% | -25.6% |
| 6M | -38.4% | -64.8% | +26.4% | -41.7% |
| YTD | -57.5% | -64.0% | +6.6% | -60.1% |
| 1Y | -71.3% | -77.0% | +5.7% | -73.8% |
| All | -71.3% | -76.7% | +5.4% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling