-32.0%
APP vs EMB
+0.3%
-32.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.1% |
| 7D | +48.9% | -0.4% | +49.3% | +50.0% |
| 30D | +49.4% | +1.1% | +48.3% | +45.2% |
| 3M | +27.0% | -2.0% | +29.0% | +33.1% |
| 6M | -15.4% | -1.9% | -13.5% | -10.6% |
| YTD | -39.9% | -0.5% | -39.4% | -39.1% |
| 1Y | -32.0% | +0.1% | -32.0% | -32.4% |
| All | -32.0% | +0.3% | -32.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling