+27.9%
QS vs ADVB
-88.8%
+116.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +1.9% |
| 7D | +2.2% | -14.0% | +16.2% | +1.6% |
| 30D | -8.1% | +41.0% | -49.0% | -6.7% |
| 3M | -27.0% | +127.9% | -154.9% | -25.8% |
| 6M | -16.4% | +101.3% | -117.8% | -15.1% |
| YTD | -46.4% | +53.8% | -100.1% | -45.6% |
| 1Y | -41.1% | +4.4% | -45.5% | -41.5% |
| All | +27.9% | -88.8% | +116.7% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling