+67.2%
QLD vs APA
+71.7%
-4.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.9% |
| 7D | -10.3% | -15.5% | +5.2% | -6.6% |
| 30D | -26.1% | +2.4% | -28.4% | -26.8% |
| 3M | -17.8% | +22.8% | -40.5% | -22.7% |
| 6M | -15.6% | +17.9% | -33.5% | -20.6% |
| YTD | +5.4% | +87.7% | -82.3% | -17.0% |
| 1Y | +5.2% | +94.2% | -89.0% | -18.4% |
| 3Y | +139.4% | +27.2% | +112.2% | +97.8% |
| All | +67.2% | +71.7% | -4.5% | +18.1% |
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