+1,362.3%
QQQ vs APTV
+180.9%
+1,181.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +1.3% |
| 7D | +1.5% | +2.0% | -0.4% | +0.9% |
| 30D | -0.6% | -7.7% | +7.1% | +1.6% |
| 3M | +0.4% | -34.0% | +34.4% | +12.6% |
| 6M | +20.1% | -37.1% | +57.2% | +35.3% |
| YTD | +17.2% | -39.9% | +57.1% | +33.2% |
| 1Y | +24.7% | -44.4% | +69.1% | +44.9% |
| 3Y | +96.2% | -54.5% | +150.7% | +133.5% |
| 5Y | +94.4% | -69.1% | +163.5% | +153.4% |
| 10Y | +556.7% | -20.0% | +576.7% | +482.8% |
| All | +1,362.3% | +180.9% | +1,181.4% | +698.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling