-19.8%
APP vs QSR
-2.4%
-17.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | +10.6% | -3.9% | +14.5% | +11.7% |
| 30D | +44.6% | +5.9% | +38.7% | +43.3% |
| 3M | +29.6% | +1.7% | +27.9% | +29.2% |
| 6M | -19.8% | -1.9% | -17.9% | -19.4% |
| All | -19.8% | -2.4% | -17.4% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling