-25.5%
APP vs Q
-23.4%
-2.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -7.4% | +38.4% | +30.7% |
| 7D | +39.7% | -10.3% | +50.0% | +39.7% |
| 30D | +27.7% | -17.7% | +45.4% | +28.1% |
| 3M | -14.8% | -18.8% | +4.1% | -14.3% |
| 6M | -25.5% | -24.8% | -0.7% | -26.1% |
| All | -25.5% | -23.4% | -2.2% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling