-92.9%
QS vs ABCL
-79.5%
-13.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.6% | +4.6% |
| 7D | +13.7% | +12.4% | +1.3% | +8.2% |
| 30D | -0.2% | -0.4% | +0.1% | -0.9% |
| 3M | -24.8% | +80.4% | -105.2% | -45.3% |
| 6M | -39.4% | +138.5% | -177.9% | -62.3% |
| YTD | -56.1% | +265.5% | -321.6% | -78.0% |
| 1Y | -72.5% | +219.7% | -292.2% | -85.3% |
| 3Y | -16.3% | +209.4% | -225.7% | -59.8% |
| 5Y | -87.6% | -15.0% | -72.5% | -90.3% |
| All | -92.9% | -79.5% | -13.4% | -91.0% |
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