-19.1%
QID vs ABCL
+199.8%
-218.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.2% | -12.1% | -5.8% |
| 7D | -0.8% | +12.4% | -13.2% | +2.0% |
| 30D | +20.1% | -0.4% | +20.4% | +21.4% |
| 3M | +11.8% | +80.4% | -68.6% | +27.1% |
| 6M | +5.5% | +138.5% | -133.0% | +31.6% |
| YTD | -21.5% | +265.5% | -287.0% | +14.5% |
| All | -19.1% | +199.8% | -218.9% | +12.1% |
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 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