+378.5%
APP vs QS
-84.9%
+463.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.3% |
| 7D | +0.1% | +2.2% | -2.1% | -0.6% |
| 30D | -10.0% | -8.1% | -2.0% | -8.1% |
| 3M | -44.6% | -27.0% | -17.6% | -40.0% |
| 6M | -37.9% | -16.4% | -21.4% | -36.2% |
| YTD | -53.7% | -46.4% | -7.3% | -45.8% |
| 1Y | -43.0% | -41.1% | -1.9% | -38.2% |
| 3Y | +640.8% | -18.6% | +659.4% | +472.1% |
| 5Y | +358.8% | -73.0% | +431.9% | +385.7% |
| All | +378.5% | -84.9% | +463.4% | +440.1% |
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