+25.4%
QSR vs ABCL
+196.9%
-171.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -0.3% |
| 7D | +3.9% | +12.4% | -8.6% | +3.6% |
| 30D | +9.3% | -0.4% | +9.6% | +9.2% |
| 3M | +5.9% | +80.4% | -74.5% | +3.9% |
| 6M | -1.0% | +138.5% | -139.5% | -4.1% |
| YTD | +16.7% | +265.5% | -248.8% | +10.3% |
| 1Y | +18.6% | +219.7% | -201.1% | +12.7% |
| 3Y | +25.4% | +209.4% | -184.0% | +19.8% |
| All | +25.4% | +196.9% | -171.5% | +19.8% |
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