+333.0%
APP vs QLD
+121.5%
+211.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +1.9% |
| 7D | +0.9% | +0.6% | +0.3% | +0.3% |
| 30D | -23.3% | -0.1% | -23.1% | -23.2% |
| 3M | -42.6% | -8.4% | -34.3% | -39.6% |
| 6M | -33.6% | +32.2% | -65.8% | -51.0% |
| YTD | -52.4% | +28.9% | -81.3% | -63.4% |
| 1Y | -35.9% | +43.8% | -79.7% | -55.6% |
| 3Y | +642.2% | +176.6% | +465.6% | +193.1% |
| All | +333.0% | +121.5% | +211.4% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling