+84.3%
QLD vs APA
+76.3%
+8.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -3.8% | -5.5% | +1.8% | -2.5% |
| 30D | -20.5% | -1.2% | -19.4% | -20.6% |
| 3M | -14.6% | +10.6% | -25.2% | -17.4% |
| 6M | -14.7% | +28.4% | -43.1% | -21.6% |
| YTD | +11.2% | +89.7% | -78.5% | -12.6% |
| 1Y | +7.1% | +90.6% | -83.5% | -16.3% |
| 3Y | +141.1% | +36.9% | +104.2% | +94.6% |
| 5Y | +84.3% | +83.2% | +1.1% | +27.5% |
| All | +84.3% | +76.3% | +8.0% | +27.5% |
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