+506.6%
APP vs EWT
+124.9%
+381.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.7% |
| 7D | +61.1% | -3.7% | +64.8% | +61.2% |
| 30D | +42.8% | -17.2% | +59.9% | +65.9% |
| 3M | +16.7% | -7.3% | +24.0% | +19.6% |
| 6M | -15.6% | -1.5% | -14.1% | -22.4% |
| YTD | -41.3% | +49.0% | -90.3% | -67.9% |
| 1Y | -39.3% | +50.6% | -89.9% | -67.2% |
| 3Y | +803.2% | +148.9% | +654.3% | +157.1% |
| 5Y | +313.2% | +116.1% | +197.1% | +41.1% |
| All | +506.6% | +124.9% | +381.7% | +102.6% |
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 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