-15.8%
QS vs ADVB
-96.8%
+81.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -23.6% | +18.4% | -5.9% |
| 7D | -14.0% | +27.8% | -41.8% | -12.9% |
| 30D | -6.4% | -50.8% | +44.4% | -7.9% |
| 3M | -40.3% | -70.5% | +30.3% | -42.2% |
| 6M | -57.5% | -46.7% | -10.8% | -58.4% |
| YTD | -64.7% | -56.7% | -8.0% | -65.4% |
| 1Y | -72.9% | -71.8% | -1.1% | -73.6% |
| All | -15.8% | -96.8% | +81.0% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling