+197.1%
ABT vs QSR
+135.2%
+61.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -5.9% | -4.0% | -1.9% | -4.9% |
| 30D | -8.1% | +2.8% | -10.8% | -8.7% |
| 3M | +14.5% | +5.1% | +9.4% | +13.1% |
| 6M | -6.3% | +8.8% | -15.1% | -8.4% |
| YTD | -17.1% | +14.8% | -31.9% | -20.2% |
| 1Y | -21.4% | +25.7% | -47.1% | -26.1% |
| 3Y | +5.9% | +27.5% | -21.6% | -2.0% |
| 5Y | -12.8% | +41.3% | -54.0% | -22.2% |
| All | +197.1% | +135.2% | +61.9% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling