+78.1%
QQQM vs APD
+16.4%
+61.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.6% | +3.8% | -0.2% | +2.5% |
| 30D | -6.7% | +8.2% | -14.9% | -8.9% |
| 3M | -7.0% | +4.3% | -11.3% | -8.3% |
| 6M | -4.6% | +4.7% | -9.3% | -6.3% |
| YTD | +11.1% | +31.5% | -20.5% | +0.8% |
| 1Y | +12.3% | +23.5% | -11.2% | +3.8% |
| 3Y | +83.6% | +29.1% | +54.5% | +63.2% |
| All | +78.1% | +16.4% | +61.7% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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