+552.9%
QQQ vs APD
+168.7%
+384.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.8% |
| 7D | -1.3% | -3.5% | +2.2% | +0.2% |
| 30D | -1.4% | -5.1% | +3.7% | +0.7% |
| 3M | +2.3% | +6.9% | -4.6% | -1.0% |
| 6M | +16.9% | +8.1% | +8.8% | +12.1% |
| YTD | +15.6% | +21.2% | -5.6% | +5.1% |
| 1Y | +22.6% | +4.9% | +17.8% | +17.9% |
| 3Y | +93.5% | +6.3% | +87.2% | +79.3% |
| 5Y | +93.9% | +24.3% | +69.6% | +61.6% |
| All | +552.9% | +168.7% | +384.2% | +246.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling