+506.6%
APP vs EMR
+102.7%
+403.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -2.7% |
| 7D | +61.1% | +0.7% | +60.4% | +59.1% |
| 30D | +42.8% | +3.5% | +39.2% | +38.4% |
| 3M | +16.7% | +5.9% | +10.7% | +10.4% |
| 6M | -15.6% | +19.4% | -35.0% | -27.2% |
| YTD | -41.3% | +27.7% | -69.0% | -52.8% |
| 1Y | -39.3% | +30.9% | -70.2% | -52.2% |
| 3Y | +803.2% | +104.2% | +699.0% | +396.1% |
| 5Y | +313.2% | +89.6% | +223.5% | +129.8% |
| All | +506.6% | +102.7% | +403.9% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling