-5.9%
ABT vs QS
-71.4%
+65.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.5% | -1.9% | +5.8% |
| 7D | +12.5% | +4.5% | +8.1% | +12.7% |
| 30D | +16.1% | -4.1% | +20.2% | +15.9% |
| 3M | +10.2% | -22.1% | +32.3% | +9.1% |
| 6M | +33.7% | -38.4% | +72.1% | +31.6% |
| YTD | -5.5% | -57.5% | +52.0% | -8.6% |
| 1Y | -5.9% | -71.3% | +65.4% | -10.7% |
| All | -5.9% | -71.4% | +65.5% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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