+67.2%
QLD vs ABCL
-21.8%
+88.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.7% | -4.2% | +0.9% |
| 7D | -10.3% | -3.2% | -7.1% | -9.6% |
| 30D | -26.1% | -7.4% | -18.7% | -24.7% |
| 3M | -17.8% | +81.9% | -99.7% | -31.0% |
| 6M | -15.6% | +135.7% | -151.3% | -35.5% |
| YTD | +5.4% | +247.4% | -242.0% | -29.0% |
| 1Y | +5.2% | +162.3% | -157.0% | -23.9% |
| 3Y | +139.4% | +165.5% | -26.0% | +53.2% |
| All | +67.2% | -21.8% | +88.9% | +45.0% |
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 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