+93.9%
QQQ vs APTV
-69.7%
+163.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.7% | -1.9% |
| 7D | -1.3% | -1.8% | +0.6% | -0.8% |
| 30D | -1.4% | -7.9% | +6.6% | +0.9% |
| 3M | +2.3% | -29.9% | +32.2% | +12.8% |
| 6M | +16.9% | -36.6% | +53.5% | +31.8% |
| YTD | +15.6% | -40.0% | +55.6% | +31.9% |
| 1Y | +22.6% | -44.0% | +66.6% | +42.9% |
| 3Y | +93.5% | -54.5% | +148.1% | +134.2% |
| 5Y | +93.9% | -68.8% | +162.7% | +161.3% |
| All | +93.9% | -69.7% | +163.6% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 5y: compounded portfolio wealth divided by compounded APTV 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…
5y analysis · Full analysis span regression · 6 months rolling