+20.3%
ABT vs QS
-44.4%
+64.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -3.7% | -2.3% | -1.4% | -3.6% |
| 30D | +2.5% | -0.7% | +3.2% | +2.5% |
| 3M | +20.2% | -39.6% | +59.8% | +21.0% |
| 6M | -2.9% | -21.7% | +18.8% | -2.8% |
| YTD | -11.9% | -47.4% | +35.5% | -11.3% |
| 1Y | -16.5% | -28.4% | +11.8% | -16.7% |
| 3Y | +12.1% | -22.6% | +34.7% | +9.7% |
| 5Y | -7.4% | -75.6% | +68.2% | -9.2% |
| All | +20.3% | -44.4% | +64.7% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling