-11.6%
ABT vs QID
-80.2%
+68.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -1.5% |
| 7D | -5.0% | +2.7% | -7.7% | -4.6% |
| 30D | -5.8% | +3.3% | -9.1% | -5.4% |
| 3M | +16.7% | -5.5% | +22.3% | +15.9% |
| 6M | -5.2% | -28.4% | +23.2% | -9.8% |
| YTD | -16.0% | -26.6% | +10.6% | -19.6% |
| 1Y | -18.3% | -34.1% | +15.9% | -23.1% |
| 3Y | +9.2% | -73.7% | +82.9% | -12.5% |
| 5Y | -11.6% | -80.7% | +69.1% | -30.9% |
| All | -11.6% | -80.2% | +68.6% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling