+378.5%
APP vs EWT
+165.0%
+213.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.1% |
| 7D | +0.1% | +1.6% | -1.6% | -1.6% |
| 30D | -10.0% | +8.2% | -18.2% | -17.4% |
| 3M | -44.6% | +11.1% | -55.7% | -51.7% |
| 6M | -37.9% | +60.4% | -98.3% | -66.3% |
| YTD | -53.7% | +75.6% | -129.3% | -77.5% |
| 1Y | -43.0% | +91.3% | -134.3% | -75.2% |
| 3Y | +640.8% | +200.3% | +440.5% | +81.8% |
| 5Y | +358.8% | +156.4% | +202.5% | +38.1% |
| All | +378.5% | +165.0% | +213.6% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling