+443.7%
APLD vs QLD
+190.8%
+253.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.4% |
| 7D | +4.1% | +0.6% | +3.5% | +3.6% |
| 30D | -11.7% | -0.1% | -11.6% | -11.4% |
| 3M | -40.3% | -8.4% | -31.9% | -34.1% |
| 6M | -8.0% | +32.2% | -40.2% | -28.4% |
| YTD | +7.5% | +28.9% | -21.4% | -13.1% |
| 1Y | +84.0% | +43.8% | +40.2% | +35.1% |
| 3Y | +356.2% | +176.6% | +179.6% | +93.7% |
| All | +443.7% | +190.8% | +253.0% | +86.8% |
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