+80.7%
QQQ vs ABCL
+156.0%
-75.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.7% | -5.3% | +0.7% |
| 7D | -5.0% | -3.2% | -1.8% | -4.8% |
| 30D | -13.4% | -7.4% | -6.0% | -12.9% |
| 3M | -8.1% | +81.9% | -90.0% | -14.1% |
| 6M | -5.5% | +135.7% | -141.2% | -14.9% |
| YTD | +7.2% | +247.4% | -240.2% | -8.1% |
| 1Y | +7.8% | +162.3% | -154.5% | -5.1% |
| 3Y | +80.7% | +165.5% | -84.7% | +49.3% |
| All | +80.7% | +156.0% | -75.3% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling