+34.4%
QCOM vs ABCL
-79.5%
+113.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.6% | +2.9% |
| 7D | +5.8% | +12.4% | -6.6% | +4.0% |
| 30D | -2.3% | -0.4% | -1.9% | -2.3% |
| 3M | +2.7% | +80.4% | -77.7% | -7.7% |
| 6M | -21.0% | +138.5% | -159.6% | -33.2% |
| YTD | +1.8% | +265.5% | -263.7% | -20.2% |
| 1Y | +2.4% | +219.7% | -217.3% | -18.3% |
| 3Y | +52.1% | +209.4% | -157.3% | +14.8% |
| 5Y | +14.6% | -15.0% | +29.7% | -2.9% |
| All | +34.4% | -79.5% | +113.9% | +20.8% |
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