+1,351.8%
QLD vs APTV
-28.3%
+1,380.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +4.5% |
| 7D | -10.3% | -10.2% | 0.0% | -4.6% |
| 30D | -26.1% | -10.8% | -15.3% | -21.1% |
| 3M | -17.8% | -14.8% | -2.9% | -10.5% |
| 6M | -15.6% | -30.6% | +15.0% | +0.6% |
| YTD | +5.4% | -48.2% | +53.5% | +46.3% |
| 1Y | +5.2% | -52.0% | +57.2% | +52.6% |
| 3Y | +139.4% | -47.0% | +186.5% | +208.6% |
| 5Y | +66.7% | -77.5% | +144.2% | +257.4% |
| All | +1,351.8% | -28.3% | +1,380.1% | +1,769.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling