+500.0%
APP vs EMB
+8.3%
+491.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +34.4% |
| 3M | +16.5% | -2.7% | +19.3% | +25.2% |
| 6M | -16.6% | -2.8% | -13.7% | -9.7% |
| 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% | +457.0% |
| 5Y | +297.3% | +6.0% | +291.3% | +258.9% |
| All | +500.0% | +8.3% | +491.7% | +408.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling