+96.0%
QQQ vs ABT
-9.4%
+105.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.0% | -4.7% | +5.7% | +2.3% |
| 30D | -0.6% | -3.1% | +2.5% | +0.1% |
| 3M | +1.3% | +16.1% | -14.8% | -3.6% |
| 6M | +18.1% | -5.3% | +23.5% | +20.4% |
| YTD | +16.9% | -14.4% | +31.3% | +23.2% |
| 1Y | +24.0% | -18.4% | +42.4% | +32.7% |
| 3Y | +95.6% | +11.2% | +84.4% | +75.0% |
| All | +96.0% | -9.4% | +105.4% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling