+534.7%
QQQ vs APH
+926.5%
-391.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.3% |
| 7D | +3.6% | +4.9% | -1.3% | +0.9% |
| 30D | -6.7% | -5.4% | -1.3% | -4.6% |
| 3M | -7.0% | -5.5% | -1.6% | -5.5% |
| 6M | -4.7% | +25.9% | -30.6% | -18.5% |
| YTD | +11.1% | +16.4% | -5.3% | -5.1% |
| 1Y | +12.3% | +16.5% | -4.2% | -4.6% |
| 3Y | +83.3% | +270.9% | -187.5% | -31.9% |
| 5Y | +77.5% | +289.5% | -212.0% | -36.8% |
| All | +534.7% | +926.5% | -391.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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