+35.1%
APD vs QID
-21.1%
+56.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.0% |
| 7D | +3.8% | +9.8% | -6.0% | +3.3% |
| 30D | +14.1% | +18.9% | -4.8% | +13.2% |
| 3M | +8.2% | +9.6% | -1.4% | +7.7% |
| 6M | +7.5% | -7.8% | +15.3% | +8.1% |
| YTD | +31.7% | -23.3% | +55.0% | +32.9% |
| 1Y | +35.1% | -22.0% | +57.1% | +36.1% |
| All | +35.1% | -21.1% | +56.2% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling