-28.4%
QS vs ADVB
+5.8%
-34.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.5% |
| 7D | -2.3% | -3.8% | +1.4% | -2.5% |
| 30D | -0.7% | +17.6% | -18.3% | +0.6% |
| 3M | -39.6% | +119.1% | -158.8% | -36.7% |
| 6M | -21.7% | +103.4% | -125.1% | -17.0% |
| YTD | -47.4% | +59.8% | -107.3% | -45.3% |
| 1Y | -28.4% | +8.5% | -36.9% | -28.0% |
| All | -28.4% | +5.8% | -34.2% | -28.0% |
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