-89.0%
QID vs ABCL
-81.3%
-7.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.6% |
| 7D | -0.6% | +0.7% | -1.3% | -0.5% |
| 30D | 0.0% | +93.1% | -93.1% | +16.6% |
| 3M | +3.7% | +79.4% | -75.7% | +21.1% |
| 6M | -29.9% | +214.9% | -244.7% | -5.5% |
| YTD | -28.8% | +234.2% | -263.0% | -1.3% |
| 1Y | -37.2% | +174.8% | -211.9% | -14.7% |
| 3Y | -73.7% | +104.5% | -178.2% | -62.4% |
| 5Y | -80.7% | -39.0% | -41.7% | -74.6% |
| All | -89.0% | -81.3% | -7.7% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling