+90.5%
APH vs QLD
+178.0%
-87.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.5% | -48.3% | -48.1% |
| 7D | -48.7% | -0.8% | -47.9% | -48.6% |
| 30D | -51.9% | -0.1% | -51.8% | -52.0% |
| 3M | -43.6% | -8.4% | -35.2% | -41.3% |
| 6M | -37.5% | +32.2% | -69.7% | -47.5% |
| YTD | -38.6% | +28.9% | -67.5% | -47.7% |
| 1Y | -26.3% | +43.8% | -70.2% | -40.9% |
| All | +90.5% | +178.0% | -87.5% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 3y: compounded portfolio wealth divided by compounded QLD 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…
3y analysis · Full analysis span regression · 6 months rolling