-55.4%
APP vs EWZ
+7.8%
-63.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.0% | +10.1% |
| 7D | +4.5% | -4.1% | +8.6% | +6.0% |
| 30D | -3.6% | -25.0% | +21.3% | +4.5% |
| 3M | -35.3% | -10.6% | -24.6% | -36.2% |
| 6M | -42.8% | -16.6% | -26.2% | -41.4% |
| YTD | -59.7% | +2.5% | -62.1% | -59.1% |
| 1Y | -55.4% | +8.1% | -63.4% | -57.6% |
| All | -55.4% | +7.8% | -63.2% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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