+378.5%
APP vs QID
-85.1%
+463.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.4% |
| 7D | +0.1% | -2.7% | +2.8% | -2.3% |
| 30D | -10.0% | +1.8% | -11.8% | -8.4% |
| 3M | -44.6% | -2.2% | -42.5% | -44.1% |
| 6M | -37.9% | -32.1% | -5.7% | -54.2% |
| YTD | -53.7% | -28.6% | -25.1% | -63.0% |
| 1Y | -43.0% | -36.3% | -6.6% | -57.9% |
| 3Y | +640.8% | -74.4% | +715.2% | +240.7% |
| 5Y | +358.8% | -80.8% | +439.6% | +148.6% |
| All | +378.5% | -85.1% | +463.7% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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