+9,127.5%
QLD vs APA
+2.8%
+9,124.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.5% |
| 7D | +0.6% | +0.5% | 0.0% | +0.3% |
| 30D | -0.1% | +23.4% | -23.5% | -8.1% |
| 3M | -8.4% | +12.7% | -21.1% | -13.7% |
| 6M | +32.2% | +39.4% | -7.2% | +11.8% |
| YTD | +28.9% | +79.0% | -50.1% | -2.0% |
| 1Y | +43.8% | +88.8% | -45.0% | +5.4% |
| 3Y | +176.6% | +6.4% | +170.2% | +139.3% |
| 5Y | +121.6% | +153.0% | -31.4% | +26.2% |
| 10Y | +1,652.9% | +7.5% | +1,645.4% | +834.9% |
| All | +9,127.5% | +2.8% | +9,124.7% | +4,314.0% |
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