+176.1%
QLD vs APD
+9.1%
+167.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +0.6% | -2.2% | +2.8% | +1.3% |
| 30D | -0.1% | +2.1% | -2.2% | -0.9% |
| 3M | -8.4% | +7.2% | -15.5% | -10.9% |
| 6M | +32.2% | +11.2% | +21.0% | +26.5% |
| YTD | +28.9% | +24.4% | +4.5% | +17.7% |
| 1Y | +43.8% | +6.7% | +37.2% | +40.0% |
| All | +176.1% | +9.1% | +167.0% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling