+1,631.1%
QLD vs APD
+164.4%
+1,466.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.1% |
| 7D | +0.6% | -2.2% | +2.8% | +2.4% |
| 30D | -0.1% | +2.1% | -2.2% | -2.1% |
| 3M | -8.4% | +7.2% | -15.5% | -14.7% |
| 6M | +32.2% | +11.2% | +21.0% | +18.1% |
| YTD | +28.9% | +24.4% | +4.5% | +3.4% |
| 1Y | +43.8% | +6.7% | +37.2% | +29.3% |
| 3Y | +176.6% | +9.2% | +167.4% | +128.3% |
| 5Y | +121.6% | +27.4% | +94.2% | +54.5% |
| All | +1,631.1% | +164.4% | +1,466.7% | +457.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling