+653.5%
APP vs EMB
+30.3%
+623.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -23.3% | -0.3% | -23.0% | -22.4% |
| 3M | -42.6% | -0.4% | -42.2% | -41.6% |
| 6M | -33.6% | +0.1% | -33.7% | -33.3% |
| YTD | -52.4% | +1.6% | -54.0% | -54.4% |
| 1Y | -35.9% | +5.6% | -41.5% | -45.2% |
| All | +653.5% | +30.3% | +623.2% | +295.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling