+27.9%
APD vs QID
-80.8%
+108.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -2.2% | -0.6% | -1.6% | -2.3% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | +7.2% | +3.7% | +3.4% | +8.6% |
| 6M | +11.2% | -29.9% | +41.1% | +4.0% |
| YTD | +24.4% | -28.8% | +53.2% | +16.9% |
| 1Y | +6.7% | -37.2% | +43.8% | -2.4% |
| 3Y | +9.2% | -73.7% | +83.0% | -15.2% |
| All | +27.9% | -80.8% | +108.7% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling