+12.3%
QQQ vs APD
+25.0%
-12.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.6% | +3.8% | -0.2% | +3.6% |
| 30D | -6.7% | +8.2% | -14.9% | -6.6% |
| 3M | -7.0% | +4.3% | -11.3% | -6.9% |
| 6M | -4.7% | +4.7% | -9.4% | -4.8% |
| YTD | +11.1% | +31.5% | -20.5% | +10.9% |
| 1Y | +12.3% | +23.5% | -11.3% | +12.6% |
| All | +12.3% | +25.0% | -12.7% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling