-37.1%
APP vs EMR
+32.0%
-69.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.4% | +0.4% | +3.4% |
| 7D | +79.2% | +2.1% | +77.0% | +76.8% |
| 30D | +48.0% | +4.8% | +43.2% | +44.8% |
| 3M | +18.2% | +7.5% | +10.7% | +14.1% |
| 6M | -12.5% | +20.9% | -33.4% | -19.3% |
| YTD | -39.2% | +29.2% | -68.3% | -44.0% |
| All | -37.1% | +32.0% | -69.1% | -42.3% |
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