+23.3%
ABT vs QLD
+140.3%
-117.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.8% | -3.2% |
| 7D | +3.5% | -10.3% | +13.8% | +3.4% |
| 30D | +12.0% | -26.1% | +38.1% | +11.7% |
| 3M | +2.5% | -17.8% | +20.2% | +2.2% |
| 6M | +29.1% | -15.6% | +44.6% | +28.6% |
| YTD | -10.1% | +5.4% | -15.5% | -11.4% |
| 1Y | -9.8% | +5.2% | -15.1% | -11.2% |
| 3Y | +23.3% | +139.4% | -116.2% | +12.1% |
| All | +23.3% | +140.3% | -117.1% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling