+131.6%
QQQ vs ABCL
-79.6%
+211.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.5% | +2.3% | -3.8% | -1.8% |
| 30D | -10.2% | -0.7% | -9.5% | -10.3% |
| 3M | -6.3% | +33.4% | -39.7% | -9.7% |
| 6M | -4.9% | +137.8% | -142.7% | -15.3% |
| YTD | +10.2% | +264.3% | -254.1% | -7.2% |
| 1Y | +8.8% | +209.2% | -200.4% | -6.8% |
| 3Y | +81.4% | +208.4% | -127.1% | +47.7% |
| 5Y | +78.5% | -11.9% | +90.4% | +59.3% |
| All | +131.6% | -79.6% | +211.1% | +113.5% |
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 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