-70.4%
QID vs ABCL
+156.0%
-226.4%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.7% | -9.3% | -1.2% |
| 7D | +9.4% | -3.2% | +12.6% | +9.3% |
| 30D | +31.2% | -7.4% | +38.6% | +30.9% |
| 3M | +17.4% | +81.9% | -64.5% | +35.1% |
| 6M | +8.4% | +135.7% | -127.3% | +35.1% |
| YTD | -15.8% | +247.4% | -263.1% | +16.5% |
| 1Y | -16.3% | +162.3% | -178.6% | +10.3% |
| 3Y | -70.4% | +165.5% | -235.9% | -54.4% |
| All | -70.4% | +156.0% | -226.4% | -54.4% |
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