+1,570.9%
QQQ vs APD
+1,811.4%
-240.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | +0.4% | -2.2% | +2.6% | +1.3% |
| 30D | +0.2% | +2.1% | -1.9% | -0.7% |
| 3M | -2.8% | +7.2% | -10.0% | -6.1% |
| 6M | +18.0% | +11.2% | +6.7% | +11.8% |
| YTD | +17.3% | +24.4% | -7.1% | +5.6% |
| 1Y | +25.6% | +6.7% | +18.9% | +19.7% |
| 3Y | +93.7% | +9.2% | +84.5% | +77.0% |
| 5Y | +94.2% | +27.4% | +66.8% | +63.8% |
| 10Y | +557.9% | +164.8% | +393.0% | +291.9% |
| All | +1,570.9% | +1,811.4% | -240.4% | +382.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling