+94.8%
AAPL vs QLD
+154.4%
-59.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.6% | +0.5% |
| 7D | +1.8% | -1.2% | +2.9% | +1.8% |
| 30D | +4.3% | -15.7% | +20.0% | +9.9% |
| 3M | +16.6% | -10.0% | +26.7% | +19.6% |
| 6M | +21.6% | -11.2% | +32.8% | +23.1% |
| YTD | +31.2% | +16.4% | +14.8% | +17.3% |
| 1Y | +29.6% | +12.7% | +16.9% | +17.2% |
| All | +94.8% | +154.4% | -59.6% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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