+260.2%
APP vs EMR
+87.9%
+172.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.6% |
| 7D | +48.9% | -2.0% | +50.9% | +49.8% |
| 30D | +49.4% | +2.8% | +46.6% | +45.3% |
| 3M | +27.0% | +2.0% | +25.0% | +23.6% |
| 6M | -15.4% | +20.7% | -36.1% | -28.5% |
| YTD | -39.9% | +27.3% | -67.2% | -52.5% |
| 1Y | -32.0% | +31.0% | -63.0% | -47.6% |
| 3Y | +824.3% | +103.6% | +720.7% | +369.9% |
| All | +260.2% | +87.9% | +172.4% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling