-18.3%
ABT vs Q
+79.8%
-98.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.3% |
| 7D | -5.9% | +4.9% | -10.8% | -5.7% |
| 30D | -8.1% | -11.0% | +2.9% | -8.4% |
| 3M | +14.5% | -15.2% | +29.7% | +13.8% |
| 6M | -6.3% | +8.8% | -15.1% | -9.3% |
| YTD | -17.1% | +55.1% | -72.2% | -19.2% |
| All | -18.3% | +79.8% | -98.1% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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