-71.3%
QID vs ABCL
+185.8%
-257.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.4% |
| 7D | -7.1% | -3.3% | -3.9% | -7.7% |
| 30D | +12.6% | -7.1% | +19.8% | +12.3% |
| 3M | +14.2% | +4.7% | +9.5% | +17.5% |
| 6M | +6.2% | +140.9% | -134.7% | +32.9% |
| YTD | -21.8% | +236.0% | -257.8% | +7.6% |
| 1Y | -23.1% | +217.4% | -240.5% | +5.0% |
| 3Y | -71.3% | +188.7% | -260.0% | -55.3% |
| All | -71.3% | +185.8% | -257.1% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling