+147.5%
QQQM vs ABCL
-81.3%
+228.8%
-35.0%
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% | -0.3% | +0.3% |
| 30D | +0.2% | +93.1% | -92.8% | -7.3% |
| 3M | -2.8% | +79.4% | -82.2% | -9.9% |
| 6M | +18.1% | +214.9% | -196.8% | +2.3% |
| YTD | +17.4% | +234.2% | -216.9% | +0.2% |
| 1Y | +25.7% | +174.8% | -149.1% | +8.8% |
| 3Y | +94.1% | +104.5% | -10.4% | +65.9% |
| 5Y | +94.9% | -39.0% | +133.9% | +78.0% |
| All | +147.5% | -81.3% | +228.8% | +131.2% |
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