+21.3%
AAPL vs QLD
-13.4%
+34.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.7% | +11.2% | -1.2% |
| 7D | -1.4% | -18.6% | +17.2% | -1.0% |
| 30D | +3.2% | -28.3% | +31.4% | +3.5% |
| 3M | +10.8% | -20.4% | +31.1% | +11.0% |
| 6M | +21.3% | -14.3% | +35.6% | +20.0% |
| All | +21.3% | -13.4% | +34.7% | +20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling