-55.4%
APP vs EMR
+25.6%
-81.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +9.6% |
| 7D | +4.5% | +1.6% | +2.9% | +4.0% |
| 30D | -3.6% | +5.0% | -8.6% | -5.3% |
| 3M | -35.3% | +7.7% | -42.9% | -36.9% |
| 6M | -42.8% | +26.8% | -69.5% | -48.6% |
| YTD | -59.7% | +29.9% | -89.5% | -62.3% |
| 1Y | -55.4% | +25.7% | -81.0% | -57.5% |
| All | -55.4% | +25.6% | -81.0% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling