+1,469.9%
QQQ vs APH
+32,389.4%
-30,919.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.2% |
| 7D | -1.5% | -5.0% | +3.5% | +0.5% |
| 30D | -10.2% | -8.4% | -1.8% | -7.0% |
| 3M | -6.3% | -4.5% | -1.8% | -5.3% |
| 6M | -4.9% | +25.3% | -30.2% | -16.2% |
| YTD | +10.2% | +18.9% | -8.7% | -3.2% |
| 1Y | +8.8% | +11.9% | -3.2% | -2.0% |
| 3Y | +81.4% | +278.0% | -196.6% | -10.3% |
| 5Y | +78.5% | +306.4% | -227.9% | -14.3% |
| 10Y | +523.8% | +955.2% | -431.4% | +93.0% |
| All | +1,469.9% | +32,389.4% | -30,919.6% | +32.7% |
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