-37.1%
APP vs Q
+80.0%
-117.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | 0.0% | +1.8% |
| 7D | +48.9% | +6.6% | +42.4% | +46.1% |
| 30D | +49.4% | +2.7% | +46.7% | +48.0% |
| 3M | +27.0% | -8.4% | +35.4% | +29.4% |
| 6M | -15.4% | -17.3% | +1.9% | -13.4% |
| YTD | -39.9% | +55.3% | -95.2% | -52.3% |
| 1Y | -32.0% | +31.5% | -63.4% | -44.4% |
| All | -37.1% | +80.0% | -117.1% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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