+146.5%
QQQ vs ABCL
-81.3%
+227.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +0.4% | +0.7% | -0.4% | +0.3% |
| 30D | +0.2% | +93.1% | -92.8% | -7.4% |
| 3M | -2.8% | +79.4% | -82.3% | -10.0% |
| 6M | +18.0% | +214.9% | -196.9% | +2.1% |
| YTD | +17.3% | +234.2% | -216.9% | +0.1% |
| 1Y | +25.6% | +174.8% | -149.2% | +8.6% |
| 3Y | +93.7% | +104.5% | -10.7% | +65.3% |
| 5Y | +94.2% | -39.0% | +133.2% | +77.2% |
| All | +146.5% | -81.3% | +227.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling