+764.2%
APD vs QID
-100.0%
+864.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -2.4% |
| 7D | -3.7% | +9.4% | -13.1% | -0.1% |
| 30D | +9.6% | +31.2% | -21.6% | +21.5% |
| 3M | +1.6% | +17.4% | -15.8% | +8.3% |
| 6M | +2.2% | +8.4% | -6.2% | +6.5% |
| YTD | +25.9% | -15.8% | +41.6% | +20.0% |
| 1Y | +20.1% | -16.3% | +36.5% | +14.5% |
| 3Y | +12.4% | -70.4% | +82.8% | -23.7% |
| 5Y | +11.1% | -74.8% | +85.9% | -19.2% |
| 10Y | +190.1% | -99.0% | +289.2% | -35.3% |
| All | +764.2% | -100.0% | +864.1% | -45.2% |
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 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