+382.3%
APP vs QSR
+39.0%
+343.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.4% |
| 7D | +0.3% | -4.7% | +5.0% | +2.8% |
| 30D | -1.3% | +4.3% | -5.6% | -3.7% |
| 3M | -36.2% | +5.4% | -41.7% | -38.3% |
| 6M | -34.1% | +8.2% | -42.3% | -37.6% |
| YTD | -53.3% | +14.1% | -67.5% | -57.0% |
| 1Y | -44.5% | +28.1% | -72.7% | -52.8% |
| 3Y | +646.7% | +25.3% | +621.4% | +505.6% |
| 5Y | +306.4% | +40.4% | +266.0% | +162.6% |
| All | +382.3% | +39.0% | +343.4% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling