+391.7%
APP vs QID
-85.2%
+476.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +1.9% |
| 7D | +0.9% | -0.6% | +1.5% | +0.3% |
| 30D | -23.3% | 0.0% | -23.3% | -23.0% |
| 3M | -42.6% | +3.7% | -46.4% | -38.9% |
| 6M | -33.6% | -29.9% | -3.8% | -49.6% |
| YTD | -52.4% | -28.8% | -23.7% | -62.1% |
| 1Y | -35.9% | -37.2% | +1.3% | -53.2% |
| 3Y | +642.2% | -73.7% | +715.9% | +249.3% |
| 5Y | +311.1% | -80.7% | +391.8% | +122.7% |
| All | +391.7% | -85.2% | +476.8% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling