-11.3%
ABT vs QS
-74.9%
+63.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.4% |
| 7D | -5.9% | -3.6% | -2.2% | -5.8% |
| 30D | -8.1% | -17.2% | +9.2% | -7.6% |
| 3M | +14.5% | -27.0% | +41.5% | +15.3% |
| 6M | -6.3% | -24.6% | +18.3% | -5.9% |
| YTD | -17.1% | -49.3% | +32.2% | -15.8% |
| 1Y | -21.4% | -40.3% | +19.0% | -21.2% |
| 3Y | +5.9% | -23.8% | +29.7% | +0.4% |
| All | -11.3% | -74.9% | +63.6% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling