+145.6%
QQQ vs ABCL
-81.9%
+227.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.1% |
| 7D | +1.0% | -2.7% | +3.7% | +1.3% |
| 30D | -0.6% | +18.3% | -18.9% | -2.7% |
| 3M | +1.3% | +108.5% | -107.2% | -7.7% |
| 6M | +18.1% | +213.9% | -195.8% | +2.2% |
| YTD | +16.9% | +223.1% | -206.2% | 0.0% |
| 1Y | +24.0% | +160.6% | -136.6% | +7.8% |
| 3Y | +95.6% | +104.3% | -8.6% | +66.9% |
| 5Y | +94.5% | -40.0% | +134.5% | +78.0% |
| All | +145.6% | -81.9% | +227.4% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling