+1,418.0%
QLD vs APD
+192.6%
+1,225.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +5.1% |
| 7D | -1.4% | -1.6% | +0.1% | +0.1% |
| 30D | -19.6% | +10.6% | -30.2% | -26.0% |
| 3M | -14.1% | +2.5% | -16.7% | -16.4% |
| 6M | -13.6% | +6.0% | -19.6% | -19.2% |
| YTD | +12.5% | +28.4% | -15.9% | -12.3% |
| 1Y | +13.1% | +22.2% | -9.0% | -9.0% |
| 3Y | +154.7% | +26.6% | +128.1% | +85.0% |
| 5Y | +81.1% | +11.8% | +69.3% | +45.6% |
| 10Y | +1,418.0% | +187.8% | +1,230.2% | +375.1% |
| All | +1,418.0% | +192.6% | +1,225.4% | +375.1% |
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