+228.6%
ABT vs QLD
+1,536.4%
-1,307.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -2.2% |
| 7D | -5.4% | -1.2% | -4.2% | -5.4% |
| 30D | +8.0% | -15.7% | +23.7% | +11.8% |
| 3M | +0.2% | -10.0% | +10.3% | +1.9% |
| 6M | +34.1% | -11.2% | +45.4% | +34.9% |
| YTD | -10.6% | +16.4% | -27.0% | -16.9% |
| 1Y | -11.8% | +12.7% | -24.5% | -17.5% |
| 3Y | +23.9% | +152.3% | -128.4% | -13.8% |
| 5Y | -5.1% | +91.8% | -96.9% | -32.5% |
| 10Y | +228.6% | +1,520.2% | -1,291.6% | -8.5% |
| All | +228.6% | +1,536.4% | -1,307.8% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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