+29.7%
QCOM vs ABCL
-80.5%
+110.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.7% | -1.2% | +4.5% |
| 7D | +0.4% | -3.2% | +3.6% | +0.8% |
| 30D | -6.6% | -7.4% | +0.8% | -5.6% |
| 3M | +3.7% | +81.9% | -78.2% | -7.0% |
| 6M | -13.3% | +135.7% | -149.0% | -26.6% |
| YTD | -1.8% | +247.4% | -249.2% | -22.5% |
| 1Y | -2.5% | +162.3% | -164.8% | -20.0% |
| 3Y | +47.0% | +165.5% | -118.5% | +13.3% |
| 5Y | +13.1% | -21.3% | +34.4% | -3.3% |
| All | +29.7% | -80.5% | +110.2% | +17.4% |
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