+333.0%
APP vs QS
-75.2%
+408.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.7% | +2.1% |
| 7D | +0.9% | -2.3% | +3.2% | +1.6% |
| 30D | -23.3% | -0.7% | -22.5% | -23.5% |
| 3M | -42.6% | -39.6% | -3.0% | -34.3% |
| 6M | -33.6% | -21.7% | -11.9% | -30.5% |
| YTD | -52.4% | -47.4% | -5.0% | -43.7% |
| 1Y | -35.9% | -28.4% | -7.5% | -34.6% |
| 3Y | +642.2% | -22.6% | +664.8% | +471.3% |
| All | +333.0% | -75.2% | +408.2% | +370.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling