+292.6%
APP vs QID
-74.8%
+367.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.5% | +12.4% | +7.7% |
| 7D | +71.2% | +9.4% | +61.8% | +81.3% |
| 30D | +39.1% | +31.2% | +7.8% | +75.1% |
| 3M | +16.5% | +17.4% | -0.9% | +33.7% |
| 6M | -16.6% | +8.4% | -25.0% | -8.6% |
| YTD | -41.9% | -15.8% | -26.2% | -46.9% |
| 1Y | -37.0% | -16.3% | -20.7% | -41.7% |
| 3Y | +892.4% | -70.4% | +962.8% | +400.6% |
| All | +292.6% | -74.8% | +367.4% | +165.3% |
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