+298.1%
APP vs QID
-76.9%
+374.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +6.1% |
| 7D | +4.6% | -7.1% | +11.7% | -1.3% |
| 30D | +56.0% | +12.6% | +43.4% | +72.6% |
| 3M | +30.8% | +14.2% | +16.6% | +47.5% |
| 6M | -9.8% | +6.2% | -16.0% | -1.6% |
| YTD | -39.3% | -21.8% | -17.5% | -47.6% |
| 1Y | -26.4% | -23.1% | -3.3% | -36.6% |
| 3Y | +887.9% | -71.3% | +959.2% | +386.4% |
| All | +298.1% | -76.9% | +374.9% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling