+53.6%
TQQQ vs ABCL
-21.0%
+74.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -4.1% | +11.0% | +8.4% |
| 7D | -2.9% | -2.7% | -0.2% | -1.4% |
| 30D | -24.1% | -5.4% | -18.7% | -22.1% |
| 3M | -17.1% | +22.4% | -39.6% | -23.9% |
| 6M | -21.1% | +127.6% | -148.8% | -46.2% |
| YTD | +15.3% | +249.4% | -234.1% | -35.6% |
| 1Y | +8.9% | +198.0% | -189.1% | -35.2% |
| 3Y | +206.3% | +195.8% | +10.5% | +51.8% |
| All | +53.6% | -21.0% | +74.7% | +29.8% |
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 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