+62.6%
QLD vs ABCL
-30.0%
+92.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -9.4% | -3.4% | -10.4% |
| 7D | -18.6% | -14.9% | -3.7% | -15.2% |
| 30D | -28.3% | -15.4% | -12.9% | -25.3% |
| 3M | -20.4% | +88.0% | -108.4% | -34.0% |
| 6M | -14.3% | +138.8% | -153.1% | -34.9% |
| YTD | +2.8% | +225.4% | -222.7% | -29.6% |
| 1Y | -1.2% | +137.3% | -138.5% | -26.7% |
| 3Y | +135.3% | +136.8% | -1.5% | +55.6% |
| 5Y | +62.6% | -26.2% | +88.8% | +41.8% |
| All | +62.6% | -30.0% | +92.6% | +41.8% |
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