-88.2%
QID vs ABCL
-81.0%
-7.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | 0.0% |
| 7D | -11.8% | +4.4% | -16.2% | -10.9% |
| 30D | +14.2% | -7.9% | +22.1% | +13.7% |
| 3M | +8.8% | +12.2% | -3.4% | +14.0% |
| 6M | +1.5% | +134.7% | -133.3% | +28.8% |
| YTD | -23.8% | +239.8% | -263.5% | +7.8% |
| 1Y | -22.0% | +192.7% | -214.7% | +7.5% |
| 3Y | -71.9% | +187.6% | -259.5% | -56.1% |
| 5Y | -77.6% | -22.6% | -54.9% | -69.4% |
| All | -88.2% | -81.0% | -7.2% | -84.8% |
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