-88.9%
QID vs ABCL
-81.2%
-7.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.7% | +1.4% | -4.2% | -2.4% |
| 30D | +1.8% | +65.1% | -63.3% | +14.5% |
| 3M | -2.2% | +111.1% | -113.2% | +18.0% |
| 6M | -32.1% | +231.6% | -263.7% | -7.6% |
| YTD | -28.6% | +234.5% | -263.1% | -1.0% |
| 1Y | -36.3% | +174.3% | -210.7% | -13.6% |
| 3Y | -74.4% | +111.5% | -185.9% | -63.1% |
| 5Y | -80.8% | -37.3% | -43.5% | -74.5% |
| All | -88.9% | -81.2% | -7.7% | -86.0% |
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