+528.8%
APP vs QS
-87.6%
+616.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.8% | -2.0% | +2.8% |
| 7D | +79.2% | +13.7% | +65.5% | +71.8% |
| 30D | +48.0% | -0.2% | +48.2% | +47.4% |
| 3M | +18.2% | -24.8% | +43.1% | +27.3% |
| 6M | -12.5% | -39.4% | +26.9% | -1.3% |
| YTD | -39.2% | -56.1% | +17.0% | -24.9% |
| 1Y | -33.9% | -72.5% | +38.6% | -7.1% |
| 3Y | +933.3% | -16.3% | +949.6% | +672.0% |
| 5Y | +295.9% | -87.6% | +383.4% | +388.1% |
| All | +528.8% | -87.6% | +616.5% | +648.3% |
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