+22.9%
QCOM vs ABCL
-81.8%
+104.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.4% | -0.1% | -8.1% |
| 7D | -15.5% | -14.9% | -0.5% | -13.3% |
| 30D | -13.4% | -15.4% | +1.9% | -11.3% |
| 3M | 0.0% | +88.0% | -88.0% | -10.9% |
| 6M | -15.2% | +138.8% | -154.0% | -28.3% |
| YTD | -6.9% | +225.4% | -232.4% | -25.8% |
| 1Y | -11.0% | +137.3% | -148.3% | -25.8% |
| 3Y | +39.8% | +136.8% | -97.1% | +9.5% |
| 5Y | +7.2% | -26.2% | +33.4% | -7.5% |
| All | +22.9% | -81.8% | +104.6% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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