+121.0%
QLD vs ABCL
-41.3%
+162.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | -0.1% | +93.1% | -93.2% | -16.9% |
| 3M | -8.4% | +79.4% | -87.8% | -23.3% |
| 6M | +32.2% | +214.9% | -182.7% | -5.5% |
| YTD | +28.9% | +234.2% | -205.3% | -10.9% |
| 1Y | +43.8% | +174.8% | -130.9% | +2.8% |
| 3Y | +176.6% | +104.5% | +72.1% | +94.6% |
| All | +121.0% | -41.3% | +162.3% | +89.5% |
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