-16.6%
APP vs QS
-41.2%
+24.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.1% | +5.7% | +8.9% |
| 7D | +71.2% | +5.4% | +65.8% | +67.5% |
| 30D | +39.1% | -5.3% | +44.4% | +39.6% |
| 3M | +16.5% | -22.6% | +39.2% | +21.9% |
| 6M | -16.6% | -46.2% | +29.6% | -7.0% |
| All | -16.6% | -41.2% | +24.7% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling