+61.6%
QSR vs ABCL
-81.3%
+142.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +2.4% | +0.7% | +1.7% | +2.4% |
| 30D | +7.6% | +93.1% | -85.4% | +4.9% |
| 3M | +12.6% | +79.4% | -66.8% | +9.9% |
| 6M | +14.4% | +214.9% | -200.5% | +8.6% |
| YTD | +19.6% | +234.2% | -214.6% | +13.0% |
| 1Y | +33.9% | +174.8% | -140.9% | +27.1% |
| 3Y | +27.1% | +104.5% | -77.4% | +20.1% |
| 5Y | +48.5% | -39.0% | +87.6% | +40.5% |
| All | +61.6% | -81.3% | +142.9% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling