+641.7%
APP vs QXO
-47.2%
+688.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.4% | +3.1% |
| 7D | +0.3% | -8.7% | +9.0% | +0.4% |
| 30D | -1.3% | -21.0% | +19.6% | -1.0% |
| 3M | -36.2% | -18.4% | -17.8% | -36.0% |
| 6M | -34.1% | -43.0% | +8.9% | -33.8% |
| YTD | -53.3% | -36.3% | -17.0% | -53.1% |
| 1Y | -44.5% | -42.8% | -1.8% | -44.2% |
| All | +641.7% | -47.2% | +688.9% | +642.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 3y: compounded portfolio wealth divided by compounded QXO 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…
3y analysis · Full analysis span regression · 6 months rolling