+391.7%
APP vs QSR
+45.7%
+346.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +0.9% | +2.4% | -1.6% | -0.4% |
| 30D | -23.3% | +7.6% | -30.9% | -26.1% |
| 3M | -42.6% | +12.6% | -55.3% | -46.5% |
| 6M | -33.6% | +14.4% | -48.0% | -38.9% |
| YTD | -52.4% | +19.6% | -72.0% | -57.2% |
| 1Y | -35.9% | +33.9% | -69.8% | -46.7% |
| 3Y | +642.2% | +27.1% | +615.1% | +504.5% |
| 5Y | +311.1% | +48.5% | +262.5% | +159.3% |
| All | +391.7% | +45.7% | +346.0% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling