+21.5%
ABT vs QLD
+154.4%
-132.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.0% |
| 7D | -5.4% | -1.2% | -4.2% | -5.4% |
| 30D | +8.0% | -15.7% | +23.7% | +7.8% |
| 3M | +0.2% | -10.0% | +10.3% | +0.1% |
| 6M | +34.1% | -11.2% | +45.4% | +34.0% |
| YTD | -10.6% | +16.4% | -27.0% | -11.8% |
| 1Y | -11.8% | +12.7% | -24.5% | -12.9% |
| All | +21.5% | +154.4% | -132.8% | +11.1% |
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