+9,127.5%
QLD vs APD
+754.6%
+8,372.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.3% |
| 7D | +0.6% | -2.2% | +2.8% | +2.7% |
| 30D | -0.1% | +2.1% | -2.2% | -2.5% |
| 3M | -8.4% | +7.2% | -15.5% | -15.9% |
| 6M | +32.2% | +11.2% | +21.0% | +15.6% |
| YTD | +28.9% | +24.4% | +4.5% | -0.5% |
| 1Y | +43.8% | +6.7% | +37.2% | +25.9% |
| 3Y | +176.6% | +9.2% | +167.4% | +117.2% |
| 5Y | +121.6% | +27.4% | +94.2% | +47.8% |
| 10Y | +1,652.9% | +164.8% | +1,488.1% | +419.5% |
| All | +9,127.5% | +754.6% | +8,372.8% | +627.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling