+25.5%
QSR vs ADVB
-88.3%
+113.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +2.4% | -3.8% | +6.2% | +2.4% |
| 30D | +7.6% | +17.6% | -9.9% | +7.6% |
| 3M | +12.6% | +119.1% | -106.5% | +10.9% |
| 6M | +14.4% | +103.4% | -89.0% | +12.7% |
| YTD | +19.6% | +59.8% | -40.2% | +18.3% |
| 1Y | +33.9% | +8.5% | +25.3% | +33.1% |
| All | +25.5% | -88.3% | +113.8% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling