-18.4%
APTV vs QID
-99.2%
+80.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -1.2% |
| 7D | -5.0% | +1.3% | -6.3% | -4.4% |
| 30D | -6.1% | +2.9% | -9.0% | -4.6% |
| 3M | -33.0% | -0.7% | -32.3% | -32.8% |
| 6M | -35.2% | -29.7% | -5.6% | -44.1% |
| YTD | -40.1% | -27.9% | -12.3% | -47.4% |
| 1Y | -45.6% | -34.6% | -11.0% | -54.0% |
| 3Y | -54.4% | -73.5% | +19.2% | -72.5% |
| 5Y | -68.9% | -81.0% | +12.1% | -80.4% |
| All | -18.4% | -99.2% | +80.7% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling