+292.6%
APP vs EMB
+6.0%
+286.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +71.2% | -0.1% | +71.3% | +71.3% |
| 30D | +39.1% | +1.3% | +37.8% | +34.3% |
| 3M | +16.5% | -2.7% | +19.3% | +25.3% |
| 6M | -16.6% | -2.8% | -13.7% | -9.6% |
| YTD | -41.9% | -1.1% | -40.8% | -40.0% |
| 1Y | -37.0% | 0.0% | -37.0% | -36.7% |
| 3Y | +892.4% | +28.8% | +863.7% | +450.2% |
| All | +292.6% | +6.0% | +286.6% | +287.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling