+86.6%
QLD vs APTV
-77.1%
+163.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.3% |
| 7D | +12.5% | -5.0% | +17.5% | +15.9% |
| 30D | -15.7% | -12.3% | -3.4% | -8.9% |
| 3M | -11.9% | -19.9% | +8.0% | +0.1% |
| 6M | -10.3% | -29.4% | +19.1% | +6.4% |
| YTD | +15.6% | -49.0% | +64.6% | +65.4% |
| 1Y | +12.1% | -53.1% | +65.2% | +69.7% |
| 3Y | +150.7% | -48.9% | +199.5% | +227.7% |
| 5Y | +86.6% | -77.2% | +163.9% | +358.8% |
| All | +86.6% | -77.1% | +163.8% | +358.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling