+378.5%
APP vs ETR
+153.0%
+225.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.8% | -2.9% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | -10.0% | +1.9% | -11.9% | -10.4% |
| 3M | -44.6% | +1.0% | -45.6% | -44.9% |
| 6M | -37.9% | +4.8% | -42.7% | -39.2% |
| YTD | -53.7% | +19.5% | -73.2% | -56.5% |
| 1Y | -43.0% | +28.1% | -71.1% | -47.5% |
| 3Y | +640.8% | +151.1% | +489.6% | +522.9% |
| 5Y | +358.8% | +125.2% | +233.7% | +306.4% |
| All | +378.5% | +153.0% | +225.5% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ETR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling