+7,256.1%
QLD vs APD
+778.0%
+6,478.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.9% | -9.8% | -9.9% |
| 7D | -18.6% | -0.7% | -17.8% | -17.8% |
| 30D | -28.3% | +10.1% | -38.4% | -34.9% |
| 3M | -20.4% | +4.9% | -25.3% | -24.7% |
| 6M | -14.3% | +2.5% | -16.7% | -18.4% |
| YTD | +2.8% | +27.8% | -25.0% | -23.1% |
| 1Y | -1.2% | +32.9% | -34.1% | -30.9% |
| 3Y | +135.3% | +13.4% | +121.9% | +77.2% |
| 5Y | +62.6% | +12.8% | +49.7% | +23.6% |
| 10Y | +1,384.3% | +194.6% | +1,189.7% | +290.9% |
| All | +7,256.1% | +778.0% | +6,478.2% | +462.4% |
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 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