+689.8%
ABT vs QID
-100.0%
+789.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.5% |
| 7D | -3.1% | -2.7% | -0.4% | -3.8% |
| 30D | -2.1% | +1.8% | -3.9% | -1.7% |
| 3M | +17.4% | -2.2% | +19.6% | +17.0% |
| 6M | -2.4% | -32.1% | +29.7% | -11.0% |
| YTD | -14.2% | -28.6% | +14.4% | -20.6% |
| 1Y | -18.3% | -36.3% | +18.0% | -26.5% |
| 3Y | +11.5% | -74.4% | +85.9% | -18.3% |
| 5Y | -9.9% | -80.8% | +70.9% | -33.0% |
| 10Y | +204.4% | -99.1% | +303.5% | +18.0% |
| All | +689.8% | -100.0% | +789.8% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling