+503.8%
APP vs QS
-89.5%
+593.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.8% | +5.1% | -0.4% |
| 7D | +10.6% | -5.6% | +16.1% | +12.4% |
| 30D | +44.6% | -5.8% | +50.4% | +46.3% |
| 3M | +29.6% | -39.2% | +68.8% | +48.5% |
| 6M | -19.8% | -53.9% | +34.1% | -2.0% |
| YTD | -41.6% | -62.8% | +21.2% | -24.5% |
| 1Y | -32.7% | -73.5% | +40.8% | -4.3% |
| 3Y | +799.0% | -29.1% | +828.1% | +604.3% |
| 5Y | +250.4% | -90.0% | +340.4% | +359.0% |
| All | +503.8% | -89.5% | +593.3% | +652.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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