+887.9%
APP vs QS
-32.2%
+920.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.2% | +9.1% | +4.9% |
| 7D | +4.6% | -14.0% | +18.6% | +7.5% |
| 30D | +56.0% | -6.4% | +62.4% | +57.3% |
| 3M | +30.8% | -40.3% | +71.1% | +43.4% |
| 6M | -9.8% | -57.5% | +47.7% | +4.3% |
| YTD | -39.3% | -64.7% | +25.4% | -28.1% |
| 1Y | -26.4% | -72.9% | +46.4% | -9.6% |
| 3Y | +887.9% | -33.5% | +921.4% | +844.3% |
| All | +887.9% | -32.2% | +920.2% | +844.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling