+892.4%
APP vs EME
+191.8%
+700.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +8.8% |
| 7D | +71.2% | -10.5% | +81.7% | +77.9% |
| 30D | +39.1% | -22.4% | +61.5% | +56.3% |
| 3M | +16.5% | -24.7% | +41.2% | +31.6% |
| 6M | -16.6% | -35.5% | +18.9% | +2.6% |
| YTD | -41.9% | -0.3% | -41.6% | -48.0% |
| 1Y | -37.0% | -6.7% | -30.3% | -40.7% |
| 3Y | +892.4% | +190.6% | +701.8% | +289.9% |
| All | +892.4% | +191.8% | +700.7% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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