+121.0%
QLD vs APO
+138.1%
-17.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.8% |
| 7D | +0.6% | -1.0% | +1.6% | +1.3% |
| 30D | -0.1% | +3.5% | -3.6% | -3.3% |
| 3M | -8.4% | +4.5% | -12.9% | -12.4% |
| 6M | +32.2% | +22.8% | +9.4% | +10.2% |
| YTD | +28.9% | -6.5% | +35.4% | +31.2% |
| 1Y | +43.8% | +0.8% | +43.0% | +35.3% |
| 3Y | +176.6% | +62.0% | +114.6% | +63.9% |
| All | +121.0% | +138.1% | -17.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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