-37.1%
APP vs QS
-73.4%
+36.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.8% | -2.0% | +2.1% |
| 7D | +79.2% | +13.7% | +65.5% | +68.7% |
| 30D | +48.0% | -0.2% | +48.2% | +46.8% |
| 3M | +18.2% | -24.8% | +43.1% | +31.1% |
| 6M | -12.5% | -39.4% | +26.9% | +2.6% |
| YTD | -39.2% | -56.1% | +17.0% | -18.8% |
| All | -37.1% | -73.4% | +36.4% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling