+506.6%
APP vs QID
-83.5%
+590.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -2.5% |
| 7D | +61.1% | +1.8% | +59.3% | +60.9% |
| 30D | +42.8% | +21.6% | +21.1% | +68.8% |
| 3M | +16.7% | +12.6% | +4.0% | +29.6% |
| 6M | -15.6% | +6.9% | -22.5% | -7.7% |
| YTD | -41.3% | -20.5% | -20.8% | -48.5% |
| 1Y | -39.3% | -18.1% | -21.2% | -44.4% |
| 3Y | +803.2% | -70.7% | +873.9% | +358.8% |
| 5Y | +313.2% | -77.2% | +390.4% | +155.7% |
| All | +506.6% | -83.5% | +590.1% | +189.5% |
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