-2.8%
QQQ vs APH
-43.0%
+40.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -47.8% | +48.1% | +3.1% |
| 7D | -0.3% | -48.7% | +48.4% | +3.2% |
| 30D | +0.2% | -51.9% | +52.2% | +6.2% |
| 3M | -2.8% | -43.6% | +40.7% | -4.1% |
| All | -2.8% | -43.0% | +40.2% | -4.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling