-16.5%
ABT vs QSR
+33.2%
-49.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.7% | +2.4% | -6.1% | -4.2% |
| 30D | +2.5% | +7.6% | -5.1% | +0.8% |
| 3M | +20.2% | +12.6% | +7.6% | +17.5% |
| 6M | -2.9% | +14.4% | -17.3% | -5.2% |
| YTD | -11.9% | +19.6% | -31.5% | -14.5% |
| 1Y | -16.5% | +33.9% | -50.4% | -19.4% |
| All | -16.5% | +33.2% | -49.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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