-35.9%
APP vs EWT
+99.0%
-134.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.4% | +1.2% |
| 7D | +0.9% | +4.0% | -3.1% | -1.3% |
| 30D | -23.3% | +10.3% | -33.6% | -27.5% |
| 3M | -42.6% | +6.1% | -48.7% | -45.0% |
| 6M | -33.6% | +56.6% | -90.2% | -55.4% |
| YTD | -52.4% | +76.6% | -129.0% | -71.8% |
| 1Y | -35.9% | +97.9% | -133.7% | -64.6% |
| All | -35.9% | +99.0% | -134.9% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling