+122.9%
APH vs QLD
+121.5%
+1.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.5% | -48.3% | -48.0% |
| 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% | -41.7% |
| 6M | -37.5% | +32.2% | -69.7% | -45.7% |
| YTD | -38.6% | +28.9% | -67.5% | -46.0% |
| 1Y | -26.3% | +43.8% | -70.2% | -38.2% |
| 3Y | +89.2% | +176.6% | -87.4% | +19.5% |
| All | +122.9% | +121.5% | +1.3% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling