-94.3%
QS vs ABCL
-81.2%
-13.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.0% | -4.7% |
| 7D | -14.0% | -3.3% | -10.7% | -12.6% |
| 30D | -6.4% | -7.1% | +0.8% | -4.1% |
| 3M | -40.3% | +4.7% | -45.0% | -43.2% |
| 6M | -57.5% | +140.9% | -198.4% | -73.6% |
| YTD | -64.7% | +236.0% | -300.6% | -81.6% |
| 1Y | -72.9% | +217.4% | -290.3% | -85.5% |
| 3Y | -33.5% | +188.7% | -222.1% | -67.0% |
| 5Y | -90.5% | -23.5% | -67.0% | -92.3% |
| All | -94.3% | -81.2% | -13.1% | -92.5% |
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