+133.5%
QLD vs APA
+21.0%
+112.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.3% | -10.5% | -12.4% |
| 7D | -18.6% | -15.6% | -3.0% | -16.6% |
| 30D | -28.3% | -0.9% | -27.4% | -28.4% |
| 3M | -20.4% | +26.1% | -46.5% | -24.0% |
| 6M | -14.3% | +6.1% | -20.4% | -15.9% |
| YTD | +2.8% | +82.8% | -80.1% | -15.6% |
| 1Y | -1.2% | +106.5% | -107.7% | -22.6% |
| All | +133.5% | +21.0% | +112.5% | +80.7% |
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