-2.5%
QCOM vs ABCL
+152.2%
-154.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.7% | -1.2% | +4.4% |
| 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% | -7.1% |
| 6M | -13.3% | +135.7% | -149.0% | -29.2% |
| YTD | -1.8% | +247.4% | -249.2% | -27.7% |
| 1Y | -2.5% | +162.3% | -164.8% | -24.7% |
| All | -2.5% | +152.2% | -154.7% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling