+197.2%
ABT vs QSR
+206.0%
-8.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -4.7% | -2.4% | -2.4% | -4.2% |
| 30D | -3.1% | +5.7% | -8.8% | -4.5% |
| 3M | +16.1% | +6.9% | +9.2% | +14.1% |
| 6M | -5.3% | +6.9% | -12.2% | -7.1% |
| YTD | -14.4% | +14.9% | -29.4% | -17.8% |
| 1Y | -18.4% | +29.1% | -47.5% | -24.1% |
| 3Y | +11.2% | +26.1% | -14.9% | +2.8% |
| 5Y | -9.4% | +42.3% | -51.7% | -19.6% |
| 10Y | +209.7% | +134.0% | +75.8% | +129.6% |
| All | +197.2% | +206.0% | -8.7% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling