-1.2%
QLD vs ABCL
+127.6%
-128.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -9.4% | -3.4% | -10.9% |
| 7D | -18.6% | -14.9% | -3.7% | -16.0% |
| 30D | -28.3% | -15.4% | -12.9% | -26.0% |
| 3M | -20.4% | +88.0% | -108.4% | -30.2% |
| 6M | -14.3% | +138.8% | -153.1% | -30.4% |
| YTD | +2.8% | +225.4% | -222.7% | -24.9% |
| 1Y | -1.2% | +137.3% | -138.5% | -21.0% |
| All | -1.2% | +127.6% | -128.8% | -21.0% |
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