+94.4%
QQQ vs APD
+26.2%
+68.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.5% | -2.5% | +4.0% | +2.3% |
| 30D | -0.6% | -1.9% | +1.2% | -0.1% |
| 3M | +0.4% | +8.2% | -7.8% | -2.4% |
| 6M | +20.1% | +10.7% | +9.3% | +15.5% |
| YTD | +17.2% | +22.9% | -5.7% | +8.5% |
| 1Y | +24.7% | +5.8% | +18.9% | +21.3% |
| 3Y | +96.2% | +7.8% | +88.4% | +86.7% |
| 5Y | +94.4% | +26.1% | +68.3% | +54.0% |
| All | +94.4% | +26.2% | +68.2% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling