+8,329.0%
QLD vs APD
+804.6%
+7,524.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +0.1% |
| 7D | -9.4% | +3.8% | -13.2% | -12.8% |
| 30D | -17.1% | +14.1% | -31.2% | -27.5% |
| 3M | -10.4% | +8.2% | -18.6% | -18.0% |
| 6M | +0.7% | +7.5% | -6.8% | -8.8% |
| YTD | +17.7% | +31.7% | -13.9% | -14.7% |
| 1Y | +14.7% | +35.1% | -20.4% | -21.2% |
| 3Y | +169.6% | +16.8% | +152.8% | +96.6% |
| 5Y | +86.7% | +19.4% | +67.3% | +33.5% |
| 10Y | +1,600.8% | +203.5% | +1,397.3% | +333.7% |
| All | +8,329.0% | +804.6% | +7,524.4% | +524.0% |
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