+121.0%
QLD vs APD
+27.6%
+93.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.9% |
| 7D | +0.6% | -2.2% | +2.8% | +1.9% |
| 30D | -0.1% | +2.1% | -2.2% | -1.6% |
| 3M | -8.4% | +7.2% | -15.5% | -13.0% |
| 6M | +32.2% | +11.2% | +21.0% | +21.7% |
| YTD | +28.9% | +24.4% | +4.5% | +9.2% |
| 1Y | +43.8% | +6.7% | +37.2% | +34.3% |
| 3Y | +176.6% | +9.2% | +167.4% | +146.8% |
| All | +121.0% | +27.6% | +93.5% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling