+1,315.8%
QLD vs APD
+190.3%
+1,125.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.9% | -9.8% | -10.3% |
| 7D | -18.6% | -0.7% | -17.8% | -17.9% |
| 30D | -28.3% | +10.1% | -38.4% | -33.8% |
| 3M | -20.4% | +4.9% | -25.3% | -23.9% |
| 6M | -14.3% | +2.5% | -16.7% | -17.6% |
| YTD | +2.8% | +27.8% | -25.0% | -19.6% |
| 1Y | -1.2% | +32.9% | -34.1% | -27.1% |
| 3Y | +135.3% | +13.4% | +121.9% | +87.4% |
| 5Y | +62.6% | +12.8% | +49.7% | +29.2% |
| All | +1,315.8% | +190.3% | +1,125.5% | +352.7% |
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