+113.0%
QQQM vs APLD
+477.4%
-364.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | 0.0% |
| 7D | +1.0% | +9.0% | -7.9% | +0.5% |
| 30D | -0.6% | -6.6% | +6.0% | -0.4% |
| 3M | +1.3% | -35.2% | +36.5% | +3.3% |
| 6M | +18.2% | +0.4% | +17.8% | +17.1% |
| YTD | +16.9% | +10.7% | +6.2% | +14.5% |
| 1Y | +24.0% | +78.6% | -54.5% | +17.7% |
| 3Y | +96.0% | +423.9% | -327.9% | +64.5% |
| All | +113.0% | +477.4% | -364.5% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling