+316.8%
APP vs QLD
+153.2%
+163.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +9.0% |
| 7D | +4.5% | -9.4% | +13.9% | +14.4% |
| 30D | -3.6% | -17.1% | +13.4% | +13.4% |
| 3M | -35.3% | -10.4% | -24.8% | -29.1% |
| 6M | -42.8% | +0.7% | -43.5% | -45.8% |
| YTD | -59.7% | +17.7% | -77.4% | -66.4% |
| 1Y | -55.4% | +14.7% | -70.0% | -61.9% |
| 3Y | +592.0% | +169.6% | +422.4% | +183.9% |
| 5Y | +175.7% | +86.7% | +89.1% | +42.9% |
| All | +316.8% | +153.2% | +163.6% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling