+14.7%
QLD vs APD
+36.4%
-21.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +2.1% |
| 7D | -9.4% | +3.8% | -13.2% | -9.0% |
| 30D | -17.1% | +14.1% | -31.2% | -16.0% |
| 3M | -10.4% | +8.2% | -18.6% | -9.6% |
| 6M | +0.7% | +7.5% | -6.8% | +1.1% |
| YTD | +17.7% | +31.7% | -13.9% | +21.6% |
| 1Y | +14.7% | +35.1% | -20.4% | +20.6% |
| All | +14.7% | +36.4% | -21.7% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling