+81.4%
QQQ vs APD
+27.2%
+54.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -10.2% | +11.0% | -21.2% | -11.7% |
| 3M | -6.3% | +1.3% | -7.6% | -6.5% |
| 6M | -4.9% | +6.4% | -11.3% | -6.1% |
| YTD | +10.2% | +28.9% | -18.7% | +4.4% |
| 1Y | +8.8% | +23.2% | -14.5% | +3.9% |
| 3Y | +81.4% | +26.3% | +55.0% | +75.3% |
| All | +81.4% | +27.2% | +54.2% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling