+506.6%
APP vs QS
-88.0%
+594.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.8% |
| 7D | +61.1% | +8.0% | +53.1% | +56.8% |
| 30D | +42.8% | -2.8% | +45.6% | +43.3% |
| 3M | +16.7% | -28.1% | +44.8% | +27.4% |
| 6M | -15.6% | -41.0% | +25.4% | -4.0% |
| YTD | -41.3% | -57.3% | +16.0% | -27.0% |
| 1Y | -39.3% | -72.7% | +33.4% | -14.5% |
| 3Y | +803.2% | -18.6% | +821.8% | +580.7% |
| 5Y | +313.2% | -87.0% | +400.1% | +407.4% |
| All | +506.6% | -88.0% | +594.6% | +627.6% |
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