+391.7%
APP vs EWT
+166.5%
+225.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.4% | +0.3% |
| 7D | +0.9% | +4.0% | -3.1% | -3.1% |
| 30D | -23.3% | +10.3% | -33.6% | -31.0% |
| 3M | -42.6% | +6.1% | -48.7% | -47.6% |
| 6M | -33.6% | +56.6% | -90.2% | -62.9% |
| YTD | -52.4% | +76.6% | -129.0% | -77.1% |
| 1Y | -35.9% | +97.9% | -133.7% | -73.2% |
| 3Y | +642.2% | +198.0% | +444.2% | +84.3% |
| 5Y | +311.1% | +151.8% | +159.3% | +23.4% |
| All | +391.7% | +166.5% | +225.2% | +44.9% |
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 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