-3.7%
APA vs QID
-99.2%
+95.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | -0.3% |
| 7D | +4.6% | +1.3% | +3.3% | +5.1% |
| 30D | +11.9% | +2.9% | +9.0% | +13.2% |
| 3M | +22.5% | -0.7% | +23.2% | +22.1% |
| 6M | +37.5% | -29.7% | +67.2% | +18.1% |
| YTD | +87.2% | -27.9% | +115.0% | +62.7% |
| 1Y | +101.4% | -34.6% | +136.0% | +68.6% |
| 3Y | +16.9% | -73.5% | +90.4% | -28.1% |
| 5Y | +178.4% | -81.0% | +259.5% | +74.8% |
| All | -3.7% | -99.2% | +95.5% | -79.1% |
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