-22.0%
QID vs ABCL
+138.2%
-160.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.7% |
| 7D | +9.8% | -10.0% | +19.8% | +8.1% |
| 30D | +18.9% | -10.9% | +29.8% | +17.6% |
| 3M | +9.6% | +101.6% | -92.1% | +27.1% |
| 6M | -7.8% | +167.5% | -175.3% | +17.8% |
| YTD | -23.3% | +259.1% | -282.4% | +9.2% |
| 1Y | -22.0% | +152.2% | -174.2% | +0.3% |
| All | -22.0% | +138.2% | -160.2% | +0.3% |
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