+506.6%
APP vs EME
+452.5%
+54.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -2.9% |
| 7D | +61.1% | -8.8% | +69.9% | +66.4% |
| 30D | +42.8% | -18.2% | +61.0% | +56.8% |
| 3M | +16.7% | -20.2% | +36.9% | +28.3% |
| 6M | -15.6% | -29.9% | +14.3% | -1.1% |
| YTD | -41.3% | +5.7% | -47.0% | -48.2% |
| 1Y | -39.3% | -1.5% | -37.8% | -43.8% |
| 3Y | +803.2% | +208.4% | +594.8% | +282.3% |
| 5Y | +313.2% | +401.9% | -88.7% | +16.8% |
| All | +506.6% | +452.5% | +54.1% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling