+520.8%
APP vs QID
-84.2%
+605.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +7.0% | -1.5% |
| 7D | +48.9% | -1.1% | +50.1% | +45.3% |
| 30D | +49.4% | +14.4% | +35.0% | +68.0% |
| 3M | +27.0% | +6.7% | +20.4% | +34.9% |
| 6M | -15.4% | +2.6% | -18.0% | -10.5% |
| YTD | -39.9% | -24.2% | -15.7% | -49.3% |
| 1Y | -32.0% | -22.3% | -9.7% | -40.4% |
| 3Y | +824.3% | -72.0% | +896.4% | +352.0% |
| 5Y | +252.4% | -78.2% | +330.6% | +110.7% |
| All | +520.8% | -84.2% | +605.1% | +185.2% |
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