+261.6%
APP vs QLD
+61.4%
+200.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -12.7% | +43.8% | +41.7% |
| 7D | +39.7% | -18.6% | +58.3% | +61.2% |
| 30D | +27.7% | -28.3% | +56.0% | +64.2% |
| 3M | -14.8% | -20.4% | +5.6% | -0.6% |
| 6M | -25.5% | -14.3% | -11.2% | -22.0% |
| YTD | -47.2% | +2.8% | -49.9% | -52.6% |
| 1Y | -42.3% | -1.2% | -41.1% | -46.2% |
| 3Y | +806.8% | +135.3% | +671.5% | +295.1% |
| 5Y | +261.6% | +62.6% | +199.1% | +102.8% |
| All | +261.6% | +61.4% | +200.2% | +102.8% |
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