+95.2%
QQQM vs ABCL
-39.4%
+134.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.1% |
| 7D | +1.0% | -2.7% | +3.7% | +1.3% |
| 30D | -0.6% | +18.3% | -18.9% | -2.9% |
| 3M | +1.3% | +108.5% | -107.2% | -9.0% |
| 6M | +18.2% | +213.9% | -195.7% | -0.1% |
| YTD | +16.9% | +223.1% | -206.2% | -2.4% |
| 1Y | +24.0% | +160.6% | -136.6% | +5.4% |
| 3Y | +96.0% | +104.3% | -8.2% | +63.6% |
| 5Y | +95.2% | -40.0% | +135.2% | +78.3% |
| All | +95.2% | -39.4% | +134.6% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling