+1,351.8%
QLD vs APD
+185.9%
+1,165.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.8% |
| 7D | -10.3% | -3.7% | -6.6% | -7.3% |
| 30D | -26.1% | +9.6% | -35.7% | -31.5% |
| 3M | -17.8% | +1.6% | -19.4% | -19.4% |
| 6M | -15.6% | +2.2% | -17.7% | -18.6% |
| YTD | +5.4% | +25.9% | -20.5% | -16.6% |
| 1Y | +5.2% | +20.1% | -14.9% | -14.3% |
| 3Y | +139.4% | +12.4% | +127.1% | +91.6% |
| 5Y | +66.7% | +11.1% | +55.6% | +34.1% |
| All | +1,351.8% | +185.9% | +1,165.9% | +369.7% |
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