-27.2%
QS vs ABCL
+156.0%
-183.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.7% | -2.6% | +1.5% |
| 7D | +5.4% | -3.2% | +8.6% | +6.4% |
| 30D | -5.3% | -7.4% | +2.1% | -3.4% |
| 3M | -22.6% | +81.9% | -104.5% | -42.8% |
| 6M | -46.2% | +135.7% | -181.9% | -65.6% |
| YTD | -58.9% | +247.4% | -306.3% | -78.4% |
| 1Y | -73.1% | +162.3% | -235.3% | -84.2% |
| 3Y | -27.2% | +165.5% | -192.7% | -57.1% |
| All | -27.2% | +156.0% | -183.2% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling