-75.3%
QS vs ABCL
-41.3%
-34.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -2.3% | +0.7% | -3.0% | -2.7% |
| 30D | -0.7% | +93.1% | -93.8% | -31.4% |
| 3M | -39.6% | +79.4% | -119.1% | -57.6% |
| 6M | -21.7% | +214.9% | -236.6% | -59.5% |
| YTD | -47.4% | +234.2% | -281.6% | -74.3% |
| 1Y | -28.4% | +174.8% | -203.1% | -61.9% |
| 3Y | -22.6% | +104.5% | -127.1% | -57.4% |
| All | -75.3% | -41.3% | -34.0% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling