+749.4%
ABT vs QLD
+9,036.4%
-8,287.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -3.7% | +0.6% | -4.2% | -3.8% |
| 30D | +2.5% | -0.1% | +2.6% | +2.4% |
| 3M | +20.2% | -8.4% | +28.5% | +21.2% |
| 6M | -2.9% | +32.2% | -35.1% | -11.3% |
| YTD | -11.9% | +28.9% | -40.8% | -19.3% |
| 1Y | -16.5% | +43.8% | -60.4% | -26.1% |
| 3Y | +12.1% | +176.6% | -164.5% | -21.1% |
| 5Y | -7.4% | +121.6% | -129.0% | -34.8% |
| 10Y | +210.7% | +1,652.9% | -1,442.2% | +15.2% |
| All | +749.4% | +9,036.4% | -8,287.0% | +92.6% |
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