+228.3%
ABT vs QLD
+1,387.1%
-1,158.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +1.0% | -3.8% | +4.8% | +1.6% |
| 30D | +11.6% | -20.5% | +32.1% | +17.1% |
| 3M | +2.3% | -14.6% | +17.0% | +5.3% |
| 6M | +32.7% | -14.7% | +47.4% | +34.8% |
| YTD | -9.6% | +11.2% | -20.8% | -15.0% |
| 1Y | -10.1% | +7.1% | -17.2% | -14.8% |
| 3Y | +25.2% | +141.1% | -115.9% | -11.9% |
| 5Y | -4.5% | +84.3% | -88.8% | -31.5% |
| 10Y | +228.3% | +1,450.1% | -1,221.8% | -7.8% |
| All | +228.3% | +1,387.1% | -1,158.9% | -7.8% |
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