-41.1%
QS vs ADVB
+10.9%
-52.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +1.8% |
| 7D | +2.2% | -14.0% | +16.2% | +1.3% |
| 30D | -8.1% | +41.0% | -49.0% | -5.9% |
| 3M | -27.0% | +127.9% | -154.9% | -23.0% |
| 6M | -16.4% | +101.3% | -117.8% | -11.1% |
| YTD | -46.4% | +53.8% | -100.1% | -44.2% |
| 1Y | -41.1% | +4.4% | -45.5% | -41.0% |
| All | -41.1% | +10.9% | -52.0% | -41.0% |
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