+7,256.1%
QLD vs APA
+5.0%
+7,251.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.3% | -10.5% | -11.9% |
| 7D | -18.6% | -15.6% | -3.0% | -13.6% |
| 30D | -28.3% | -0.9% | -27.4% | -28.5% |
| 3M | -20.4% | +26.1% | -46.5% | -28.0% |
| 6M | -14.3% | +6.1% | -20.4% | -18.9% |
| YTD | +2.8% | +82.8% | -80.1% | -23.2% |
| 1Y | -1.2% | +106.5% | -107.7% | -30.2% |
| 3Y | +135.3% | +21.9% | +113.4% | +92.2% |
| 5Y | +62.6% | +69.7% | -7.1% | +8.6% |
| 10Y | +1,384.3% | 0.0% | +1,384.3% | +737.1% |
| All | +7,256.1% | +5.0% | +7,251.1% | +3,357.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling