+892.4%
APP vs QS
-30.4%
+922.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.1% | +5.7% | +9.1% |
| 7D | +71.2% | +5.4% | +65.8% | +69.0% |
| 30D | +39.1% | -5.3% | +44.4% | +40.1% |
| 3M | +16.5% | -22.6% | +39.2% | +21.6% |
| 6M | -16.6% | -46.2% | +29.6% | -7.8% |
| YTD | -41.9% | -58.9% | +17.0% | -33.1% |
| 1Y | -37.0% | -73.1% | +36.0% | -23.0% |
| 3Y | +892.4% | -27.2% | +919.7% | +838.5% |
| All | +892.4% | -30.4% | +922.8% | +838.5% |
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