+558.6%
QQQ vs ABT
+201.3%
+357.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.5% |
| 7D | -0.6% | -5.9% | +5.3% | +2.0% |
| 30D | -1.2% | -8.1% | +6.9% | +2.3% |
| 3M | -0.2% | +14.5% | -14.7% | -7.2% |
| 6M | +17.9% | -6.3% | +24.2% | +20.0% |
| YTD | +16.6% | -17.1% | +33.8% | +25.3% |
| 1Y | +23.0% | -21.4% | +44.4% | +35.1% |
| 3Y | +92.9% | +5.9% | +87.0% | +74.8% |
| 5Y | +95.6% | -12.8% | +108.4% | +96.1% |
| All | +558.6% | +201.3% | +357.3% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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