+1,570.9%
QQQ vs APH
+15,525.5%
-13,954.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -47.8% | +48.1% | +20.8% |
| 7D | -0.3% | -48.7% | +48.4% | +21.1% |
| 30D | +0.2% | -51.9% | +52.2% | +25.2% |
| 3M | -2.8% | -43.6% | +40.7% | +12.0% |
| 6M | +18.0% | -37.5% | +55.5% | +28.1% |
| YTD | +17.3% | -38.6% | +56.0% | +25.9% |
| 1Y | +25.6% | -26.3% | +51.9% | +22.7% |
| 3Y | +93.7% | +89.2% | +4.5% | +18.7% |
| 5Y | +94.2% | +119.8% | -25.7% | +11.4% |
| 10Y | +557.9% | +454.3% | +103.6% | +147.0% |
| All | +1,570.9% | +15,525.5% | -13,954.6% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling