-46.2%
QS vs ADVB
-68.6%
+22.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | -0.1% | +4.3% |
| 7D | +5.4% | -13.9% | +19.3% | +4.7% |
| 30D | -5.3% | -68.1% | +62.8% | -11.0% |
| 3M | -22.6% | -73.4% | +50.8% | -27.6% |
| 6M | -46.2% | -70.8% | +24.6% | -51.8% |
| All | -46.2% | -68.6% | +22.5% | -51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling