+887.9%
APP vs EWT
+157.5%
+730.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.8% |
| 7D | +4.6% | +9.1% | -4.6% | -1.1% |
| 30D | +56.0% | -12.2% | +68.3% | +69.5% |
| 3M | +30.8% | -9.4% | +40.3% | +37.6% |
| 6M | -9.8% | +2.7% | -12.5% | -18.2% |
| YTD | -39.3% | +53.3% | -92.6% | -65.4% |
| 1Y | -26.4% | +59.2% | -85.6% | -59.8% |
| 3Y | +887.9% | +157.1% | +730.8% | +247.4% |
| All | +887.9% | +157.5% | +730.4% | +247.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling