+14.8%
ABT vs QS
-47.4%
+62.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -5.0% | -5.0% | 0.0% | -4.9% |
| 30D | -5.8% | -18.3% | +12.5% | -5.5% |
| 3M | +16.7% | -26.0% | +42.7% | +17.1% |
| 6M | -5.2% | -24.0% | +18.8% | -5.1% |
| YTD | -16.0% | -50.3% | +34.3% | -15.3% |
| 1Y | -18.3% | -38.0% | +19.7% | -18.2% |
| 3Y | +9.2% | -24.6% | +33.8% | +6.8% |
| 5Y | -11.6% | -75.4% | +63.9% | -13.2% |
| All | +14.8% | -47.4% | +62.2% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling