-14.0%
ABT vs QLD
+10.7%
-24.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.6% | +0.9% |
| 7D | -1.3% | +7.0% | -8.3% | -0.6% |
| 30D | +6.0% | -14.3% | +20.4% | +4.4% |
| 3M | -1.9% | -16.0% | +14.1% | -3.5% |
| 6M | +31.2% | -14.2% | +45.4% | +29.6% |
| YTD | -11.2% | +12.8% | -24.0% | -15.1% |
| 1Y | -14.0% | +14.1% | -28.0% | -17.7% |
| All | -14.0% | +10.7% | -24.6% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling