+358.8%
APP vs QSR
+46.1%
+312.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.4% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -10.0% | +5.9% | -16.0% | -13.0% |
| 3M | -44.6% | +10.5% | -55.1% | -48.0% |
| 6M | -37.9% | +7.7% | -45.6% | -41.1% |
| YTD | -53.7% | +16.8% | -70.5% | -58.1% |
| 1Y | -43.0% | +30.9% | -73.8% | -52.5% |
| 3Y | +640.8% | +28.2% | +612.6% | +480.8% |
| 5Y | +358.8% | +45.0% | +313.9% | +204.6% |
| All | +358.8% | +46.1% | +312.8% | +204.6% |
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 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