+9.3%
ABT vs QID
-73.9%
+83.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -4.7% | -1.9% | -2.8% | -4.7% |
| 30D | -3.1% | +1.7% | -4.8% | -3.1% |
| 3M | +16.1% | -3.9% | +20.1% | +16.1% |
| 6M | -5.3% | -30.0% | +24.7% | -6.5% |
| YTD | -14.4% | -28.2% | +13.8% | -15.4% |
| 1Y | -18.4% | -35.6% | +17.2% | -19.7% |
| All | +9.3% | -73.9% | +83.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling