-74.9%
QID vs ABCL
-21.8%
-53.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.7% | -9.3% | -0.9% |
| 7D | +9.4% | -3.2% | +12.6% | +9.3% |
| 30D | +31.2% | -7.4% | +38.6% | +30.7% |
| 3M | +17.4% | +81.9% | -64.5% | +40.9% |
| 6M | +8.4% | +135.7% | -127.3% | +43.9% |
| YTD | -15.8% | +247.4% | -263.1% | +27.8% |
| 1Y | -16.3% | +162.3% | -178.6% | +18.8% |
| 3Y | -70.4% | +165.5% | -235.9% | -51.2% |
| All | -74.9% | -21.8% | -53.1% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling