+294.2%
APP vs QXO
-69.4%
+363.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.8% | -2.1% |
| 7D | -4.4% | -3.9% | -0.5% | -4.3% |
| 30D | -10.0% | -17.4% | +7.3% | -9.6% |
| 3M | -41.4% | -22.5% | -18.9% | -41.1% |
| 6M | -41.0% | -41.4% | +0.4% | -40.3% |
| YTD | -54.7% | -34.1% | -20.6% | -54.3% |
| 1Y | -45.3% | -40.8% | -4.5% | -44.7% |
| 3Y | +624.3% | -43.9% | +668.2% | +583.8% |
| All | +294.2% | -69.4% | +363.6% | +282.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling