+121.0%
QLD vs APA
+156.4%
-35.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.1% |
| 7D | +0.6% | +0.5% | 0.0% | +0.4% |
| 30D | -0.1% | +23.4% | -23.5% | -5.7% |
| 3M | -8.4% | +12.7% | -21.1% | -12.0% |
| 6M | +32.2% | +39.4% | -7.2% | +16.2% |
| YTD | +28.9% | +79.0% | -50.1% | +3.8% |
| 1Y | +43.8% | +88.8% | -45.0% | +12.2% |
| 3Y | +176.6% | +6.4% | +170.2% | +143.2% |
| All | +121.0% | +156.4% | -35.3% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling