-87.8%
QID vs ABCL
-79.5%
-8.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.2% | -12.1% | -5.7% |
| 7D | -0.8% | +12.4% | -13.2% | +2.3% |
| 30D | +20.1% | -0.4% | +20.4% | +21.6% |
| 3M | +11.8% | +80.4% | -68.6% | +30.4% |
| 6M | +5.5% | +138.5% | -133.0% | +34.4% |
| YTD | -21.5% | +265.5% | -287.0% | +12.8% |
| 1Y | -22.6% | +219.7% | -242.3% | +8.7% |
| 3Y | -72.3% | +209.4% | -281.7% | -56.0% |
| 5Y | -76.9% | -15.0% | -61.9% | -67.9% |
| All | -87.8% | -79.5% | -8.3% | -84.1% |
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