+544.5%
QQQ vs APD
+190.7%
+353.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.9% |
| 7D | -0.2% | -1.2% | +0.9% | +0.3% |
| 30D | -7.5% | +11.0% | -18.5% | -11.4% |
| 3M | -3.8% | +2.6% | -6.4% | -5.0% |
| 6M | -3.0% | +4.8% | -7.8% | -5.5% |
| YTD | +12.8% | +31.0% | -18.2% | -0.9% |
| 1Y | +11.6% | +23.4% | -11.8% | +0.3% |
| 3Y | +85.6% | +28.4% | +57.2% | +58.2% |
| 5Y | +82.1% | +15.2% | +66.9% | +59.3% |
| All | +544.5% | +190.7% | +353.8% | +229.5% |
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