+391.7%
APP vs EME
+545.3%
-153.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.2% |
| 7D | +0.9% | +1.9% | -1.0% | -0.2% |
| 30D | -23.3% | -8.3% | -15.0% | -19.5% |
| 3M | -42.6% | -10.7% | -31.9% | -40.0% |
| 6M | -33.6% | +1.9% | -35.5% | -37.2% |
| YTD | -52.4% | +23.5% | -75.9% | -60.5% |
| 1Y | -35.9% | +18.0% | -53.9% | -46.6% |
| 3Y | +642.2% | +236.1% | +406.1% | +208.2% |
| 5Y | +311.1% | +527.9% | -216.8% | +7.9% |
| All | +391.7% | +545.3% | -153.7% | +30.4% |
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