-37.1%
APP vs EWT
+52.9%
-90.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.2% | -2.4% | +3.6% |
| 7D | +79.2% | -5.0% | +84.1% | +80.9% |
| 30D | +48.0% | -16.3% | +64.3% | +59.6% |
| 3M | +18.2% | -7.2% | +25.4% | +20.4% |
| 6M | -12.5% | -0.5% | -12.0% | -16.6% |
| YTD | -39.2% | +50.6% | -89.7% | -63.0% |
| All | -37.1% | +52.9% | -90.0% | -62.5% |
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