+796.2%
ABT vs QLD
+7,183.5%
-6,387.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -12.7% | +11.1% | +1.4% |
| 7D | +8.6% | -18.6% | +27.2% | +13.8% |
| 30D | +16.4% | -28.3% | +44.7% | +25.5% |
| 3M | +8.1% | -20.4% | +28.5% | +13.3% |
| 6M | +32.1% | -14.3% | +46.3% | +33.9% |
| YTD | -7.1% | +2.8% | -9.8% | -10.6% |
| 1Y | -6.5% | -1.2% | -5.3% | -9.4% |
| 3Y | +26.2% | +135.3% | -109.1% | -8.2% |
| 5Y | +0.9% | +62.6% | -61.7% | -23.5% |
| 10Y | +250.7% | +1,384.3% | -1,133.5% | +34.5% |
| All | +796.2% | +7,183.5% | -6,387.3% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling