+22.6%
QSR vs ADVB
-97.4%
+119.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | +0.1% |
| 7D | +4.5% | -4.1% | +8.6% | +4.5% |
| 30D | +9.4% | -60.3% | +69.7% | +9.4% |
| 3M | +7.5% | -73.3% | +80.8% | +7.5% |
| 6M | -0.8% | -65.9% | +65.1% | -1.6% |
| YTD | +16.9% | -63.9% | +80.7% | +15.7% |
| 1Y | +16.3% | -74.1% | +90.4% | +15.9% |
| All | +22.6% | -97.4% | +119.9% | +35.0% |
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 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