+528.8%
APP vs EWT
+127.2%
+401.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.2% | -2.4% | -1.3% |
| 7D | +79.2% | -5.0% | +84.1% | +81.6% |
| 30D | +48.0% | -16.3% | +64.3% | +70.5% |
| 3M | +18.2% | -7.2% | +25.4% | +21.2% |
| 6M | -12.5% | -0.5% | -12.0% | -20.3% |
| YTD | -39.2% | +50.6% | -89.7% | -67.0% |
| 1Y | -33.9% | +54.8% | -88.7% | -65.3% |
| 3Y | +933.3% | +155.5% | +777.8% | +185.8% |
| 5Y | +295.9% | +116.4% | +179.5% | +34.5% |
| All | +528.8% | +127.2% | +401.6% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling