+250.4%
APP vs QSR
+57.8%
+192.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.9% |
| 7D | +10.6% | -3.9% | +14.5% | +13.0% |
| 30D | +44.6% | +5.9% | +38.7% | +40.1% |
| 3M | +29.6% | +1.7% | +27.9% | +28.1% |
| 6M | -19.8% | -1.9% | -17.9% | -19.4% |
| YTD | -41.6% | +13.6% | -55.2% | -46.4% |
| 1Y | -32.7% | +13.1% | -45.8% | -38.3% |
| 3Y | +799.0% | +21.8% | +777.2% | +628.6% |
| 5Y | +250.4% | +57.2% | +193.2% | +98.4% |
| All | +250.4% | +57.8% | +192.6% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling