+3.2%
QCOM vs ABCL
+198.8%
-195.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +5.5% | +2.3% | +3.2% | +5.2% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | +7.6% | +33.4% | -25.8% | +2.2% |
| 6M | -20.1% | +137.8% | -157.9% | -34.9% |
| YTD | +3.0% | +264.3% | -261.3% | -25.8% |
| 1Y | +3.2% | +209.2% | -205.9% | -22.8% |
| All | +3.2% | +198.8% | -195.6% | -22.8% |
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 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