+1.1%
APA vs QID
-100.0%
+101.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +2.2% |
| 7D | +9.6% | -11.8% | +21.4% | +3.6% |
| 30D | -0.2% | +14.2% | -14.4% | +6.7% |
| 3M | +19.8% | +8.8% | +11.1% | +25.2% |
| 6M | +30.1% | +1.5% | +28.6% | +31.6% |
| YTD | +100.4% | -23.8% | +124.2% | +75.5% |
| 1Y | +105.2% | -22.0% | +127.2% | +82.1% |
| 3Y | +44.6% | -71.9% | +116.5% | -14.0% |
| 5Y | +88.8% | -77.6% | +166.4% | +19.1% |
| 10Y | +6.6% | -99.1% | +105.7% | -81.5% |
| All | +1.1% | -100.0% | +101.1% | -95.7% |
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