+1,570.9%
QQQ vs APA
+570.4%
+1,000.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.7% |
| 7D | +0.4% | +0.5% | -0.2% | +0.2% |
| 30D | +0.2% | +23.4% | -23.2% | -3.3% |
| 3M | -2.8% | +12.7% | -15.5% | -5.2% |
| 6M | +18.0% | +39.4% | -21.4% | +10.1% |
| YTD | +17.3% | +79.0% | -61.6% | +4.5% |
| 1Y | +25.6% | +88.8% | -63.2% | +10.2% |
| 3Y | +93.7% | +6.4% | +87.4% | +82.0% |
| 5Y | +94.2% | +153.0% | -58.8% | +51.3% |
| 10Y | +557.9% | +7.5% | +550.3% | +394.1% |
| All | +1,570.9% | +570.4% | +1,000.6% | +1,067.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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