+528.8%
APP vs QID
-83.7%
+612.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.8% | +11.6% | -0.9% |
| 7D | +79.2% | -0.8% | +79.9% | +75.2% |
| 30D | +48.0% | +20.1% | +27.9% | +73.0% |
| 3M | +18.2% | +11.8% | +6.4% | +30.5% |
| 6M | -12.5% | +5.5% | -18.0% | -5.4% |
| YTD | -39.2% | -21.5% | -17.6% | -47.2% |
| 1Y | -33.9% | -22.6% | -11.2% | -42.3% |
| 3Y | +933.3% | -72.3% | +1,005.6% | +401.9% |
| 5Y | +295.9% | -76.9% | +372.8% | +147.1% |
| All | +528.8% | -83.7% | +612.5% | +196.8% |
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