+391.7%
APP vs QXO
-68.3%
+460.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | +0.9% | -1.3% | +2.1% | +0.9% |
| 30D | -23.3% | -16.0% | -7.2% | -22.9% |
| 3M | -42.6% | -17.7% | -24.9% | -42.4% |
| 6M | -33.6% | -42.6% | +9.0% | -32.8% |
| YTD | -52.4% | -30.8% | -21.6% | -52.1% |
| 1Y | -35.9% | -35.3% | -0.6% | -35.3% |
| 3Y | +642.2% | -46.3% | +688.5% | +613.2% |
| 5Y | +311.1% | -69.2% | +380.3% | +271.8% |
| All | +391.7% | -68.3% | +460.0% | +316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling