+6.1%
APA vs QID
-99.0%
+105.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +2.6% |
| 7D | +8.5% | -7.1% | +15.7% | +5.6% |
| 30D | +2.8% | +12.6% | -9.9% | +8.1% |
| 3M | +21.7% | +14.2% | +7.5% | +28.8% |
| 6M | +32.6% | +6.2% | +26.4% | +36.5% |
| YTD | +103.7% | -21.8% | +125.5% | +83.6% |
| 1Y | +101.8% | -23.1% | +124.9% | +80.9% |
| 3Y | +48.1% | -71.3% | +119.4% | -5.9% |
| 5Y | +91.9% | -77.0% | +168.9% | +31.2% |
| All | +6.1% | -99.0% | +105.2% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling