-4.3%
APA vs QID
-100.0%
+95.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.9% |
| 7D | -5.5% | +1.8% | -7.3% | -4.5% |
| 30D | -1.2% | +21.6% | -22.8% | +8.7% |
| 3M | +10.6% | +12.6% | -2.1% | +17.2% |
| 6M | +28.4% | +6.9% | +21.5% | +33.0% |
| YTD | +89.7% | -20.5% | +110.3% | +69.2% |
| 1Y | +90.6% | -18.1% | +108.7% | +72.9% |
| 3Y | +36.9% | -70.7% | +107.6% | -17.1% |
| 5Y | +83.2% | -77.2% | +160.5% | +16.0% |
| 10Y | -0.1% | -99.0% | +98.9% | -82.4% |
| All | -4.3% | -100.0% | +95.7% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling