+176.1%
QLD vs APA
+5.6%
+170.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.8% |
| 7D | +0.6% | +0.5% | 0.0% | +0.4% |
| 30D | -0.1% | +23.4% | -23.5% | -3.8% |
| 3M | -8.4% | +12.7% | -21.1% | -10.5% |
| 6M | +32.2% | +39.4% | -7.2% | +19.5% |
| YTD | +28.9% | +79.0% | -50.1% | +7.7% |
| 1Y | +43.8% | +88.8% | -45.0% | +16.7% |
| All | +176.1% | +5.6% | +170.5% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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