-43.0%
APP vs EMR
+16.0%
-59.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.5% |
| 7D | +0.1% | +3.1% | -3.0% | -1.1% |
| 30D | -10.0% | -3.5% | -6.5% | -9.0% |
| 3M | -44.6% | +9.8% | -54.4% | -46.4% |
| 6M | -37.9% | +10.8% | -48.6% | -41.3% |
| YTD | -53.7% | +15.9% | -69.6% | -54.7% |
| 1Y | -43.0% | +16.4% | -59.4% | -44.4% |
| All | -43.0% | +16.0% | -59.0% | -44.4% |
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