+133.0%
AAPL vs QLD
+66.7%
+66.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.6% |
| 7D | -0.7% | -10.3% | +9.6% | +3.5% |
| 30D | +1.7% | -26.1% | +27.8% | +14.3% |
| 3M | +9.7% | -17.8% | +27.4% | +17.4% |
| 6M | +19.3% | -15.6% | +34.9% | +23.4% |
| YTD | +26.3% | +5.4% | +20.9% | +16.9% |
| 1Y | +27.4% | +5.2% | +22.2% | +17.5% |
| 3Y | +93.6% | +139.4% | -45.8% | +14.4% |
| All | +133.0% | +66.7% | +66.2% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling