-2.1%
QS vs ADVB
-97.5%
+95.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | -0.1% | +4.3% |
| 7D | +5.4% | -13.9% | +19.3% | +5.0% |
| 30D | -5.3% | -68.1% | +62.8% | -8.7% |
| 3M | -22.6% | -73.4% | +50.8% | -25.6% |
| 6M | -46.2% | -70.8% | +24.6% | -48.1% |
| YTD | -58.9% | -66.1% | +7.2% | -60.3% |
| 1Y | -73.1% | -77.5% | +4.4% | -74.1% |
| All | -2.1% | -97.5% | +95.5% | +22.9% |
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