+269.3%
APLD vs QLD
+162.5%
+106.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.6% | +2.7% | +2.5% |
| 7D | +7.8% | -1.2% | +9.0% | +9.8% |
| 30D | -23.0% | -15.7% | -7.3% | -6.2% |
| 3M | -39.7% | -10.0% | -29.6% | -31.0% |
| 6M | -59.8% | -11.2% | -48.6% | -53.0% |
| YTD | -27.0% | +16.4% | -43.3% | -33.0% |
| 1Y | -37.3% | +12.7% | -50.0% | -39.7% |
| 3Y | +281.9% | +152.3% | +129.6% | +83.2% |
| All | +269.3% | +162.5% | +106.8% | +44.2% |
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