-36.2%
APP vs Q
+77.9%
-114.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.9% | -2.1% | +3.2% |
| 7D | +79.2% | +8.4% | +70.7% | +74.7% |
| 30D | +48.0% | -1.2% | +49.2% | +48.0% |
| 3M | +18.2% | -9.3% | +27.5% | +20.6% |
| 6M | -12.5% | -15.0% | +2.5% | -11.8% |
| YTD | -39.2% | +53.5% | -92.6% | -51.5% |
| 1Y | -33.9% | +35.9% | -69.7% | -46.2% |
| All | -36.2% | +77.9% | -114.1% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling