+653.5%
APP vs EMR
+63.1%
+590.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.0% |
| 7D | +0.9% | -1.5% | +2.4% | +1.9% |
| 30D | -23.3% | -5.6% | -17.7% | -20.0% |
| 3M | -42.6% | +7.9% | -50.6% | -46.1% |
| 6M | -33.6% | +6.0% | -39.6% | -37.8% |
| YTD | -52.4% | +16.4% | -68.9% | -58.7% |
| 1Y | -35.9% | +16.6% | -52.5% | -44.9% |
| All | +653.5% | +63.1% | +590.4% | +401.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling