+500.0%
APP vs EWT
+112.0%
+388.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.9% | +5.9% | +6.5% |
| 7D | +71.2% | -11.7% | +83.0% | +85.2% |
| 30D | +39.1% | -23.2% | +62.3% | +73.0% |
| 3M | +16.5% | -12.5% | +29.0% | +25.5% |
| 6M | -16.6% | -5.9% | -10.6% | -20.7% |
| YTD | -41.9% | +40.5% | -82.4% | -66.6% |
| 1Y | -37.0% | +43.7% | -80.8% | -64.7% |
| 3Y | +892.4% | +136.6% | +755.8% | +194.5% |
| 5Y | +297.3% | +105.1% | +192.2% | +42.5% |
| All | +500.0% | +112.0% | +388.0% | +111.0% |
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