+500.0%
APP vs EMR
+96.5%
+403.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.0% | +10.0% |
| 7D | +71.2% | -1.6% | +72.8% | +71.6% |
| 30D | +39.1% | +2.0% | +37.1% | +36.1% |
| 3M | +16.5% | +3.8% | +12.7% | +11.7% |
| 6M | -16.6% | +10.5% | -27.1% | -24.2% |
| YTD | -41.9% | +23.7% | -65.6% | -52.4% |
| 1Y | -37.0% | +25.4% | -62.4% | -48.9% |
| 3Y | +892.4% | +86.6% | +805.9% | +478.8% |
| 5Y | +297.3% | +83.0% | +214.3% | +125.7% |
| All | +500.0% | +96.5% | +403.6% | +244.9% |
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