+446.2%
APP vs QLD
+121.0%
+325.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -12.7% | +43.8% | +41.6% |
| 7D | +39.7% | -18.6% | +58.3% | +61.0% |
| 30D | +27.7% | -28.3% | +56.0% | +63.7% |
| 3M | -14.8% | -20.4% | +5.6% | -0.8% |
| 6M | -25.5% | -14.3% | -11.2% | -21.9% |
| YTD | -47.2% | +2.8% | -49.9% | -52.5% |
| 1Y | -42.3% | -1.2% | -41.1% | -46.1% |
| 3Y | +806.8% | +135.3% | +671.5% | +301.9% |
| 5Y | +261.6% | +62.6% | +199.1% | +102.7% |
| All | +446.2% | +121.0% | +325.2% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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