+28.2%
QSR vs ABCL
+105.4%
-77.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +0.1% | +1.4% | -1.4% | 0.0% |
| 30D | +5.9% | +65.1% | -59.2% | +4.1% |
| 3M | +10.5% | +111.1% | -100.6% | +7.4% |
| 6M | +7.7% | +231.6% | -223.9% | +2.0% |
| YTD | +16.8% | +234.5% | -217.7% | +10.2% |
| 1Y | +30.9% | +174.3% | -143.5% | +24.2% |
| 3Y | +28.2% | +111.5% | -83.3% | +25.6% |
| All | +28.2% | +105.4% | -77.2% | +25.6% |
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 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