+55.2%
QSR vs ABCL
-81.9%
+137.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.5% |
| 7D | -2.4% | -2.7% | +0.4% | -2.3% |
| 30D | +5.7% | +18.3% | -12.6% | +5.0% |
| 3M | +6.9% | +108.5% | -101.6% | +3.7% |
| 6M | +6.9% | +213.9% | -207.1% | +1.5% |
| YTD | +14.9% | +223.1% | -208.2% | +8.7% |
| 1Y | +29.1% | +160.6% | -131.5% | +22.8% |
| 3Y | +26.1% | +104.3% | -78.1% | +19.2% |
| 5Y | +42.3% | -40.0% | +82.4% | +34.8% |
| All | +55.2% | -81.9% | +137.1% | +47.6% |
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