+154.7%
QLD vs APA
+34.8%
+119.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.8% |
| 7D | -1.4% | -8.7% | +7.3% | -0.1% |
| 30D | -19.6% | -2.4% | -17.2% | -19.5% |
| 3M | -14.1% | +19.0% | -33.1% | -17.2% |
| 6M | -13.6% | +26.8% | -40.4% | -18.3% |
| YTD | +12.5% | +87.3% | -74.8% | -8.0% |
| 1Y | +13.1% | +92.3% | -79.1% | -8.7% |
| 3Y | +154.7% | +37.3% | +117.5% | +92.7% |
| All | +154.7% | +34.8% | +119.9% | +92.7% |
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