-91.3%
QS vs ABCL
-81.2%
-10.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +2.2% | +1.4% | +0.8% | +1.6% |
| 30D | -8.1% | +65.1% | -73.1% | -29.1% |
| 3M | -27.0% | +111.1% | -138.1% | -50.7% |
| 6M | -16.4% | +231.6% | -248.0% | -54.5% |
| YTD | -46.4% | +234.5% | -280.9% | -71.5% |
| 1Y | -41.1% | +174.3% | -215.4% | -66.1% |
| 3Y | -18.6% | +111.5% | -130.1% | -53.0% |
| 5Y | -73.0% | -37.3% | -35.8% | -76.7% |
| All | -91.3% | -81.2% | -10.0% | -88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling