+527.5%
APP vs EWZ
+38.2%
+489.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.2% |
| 7D | +4.6% | +0.8% | +3.8% | +4.3% |
| 30D | +56.0% | -24.4% | +80.4% | +76.2% |
| 3M | +30.8% | -4.6% | +35.4% | +29.1% |
| 6M | -9.8% | -11.6% | +1.8% | -7.2% |
| YTD | -39.3% | +2.4% | -41.7% | -42.3% |
| 1Y | -26.4% | +2.1% | -28.5% | -30.1% |
| 3Y | +887.9% | +18.7% | +869.2% | +756.1% |
| 5Y | +264.1% | +54.2% | +209.9% | +170.2% |
| All | +527.5% | +38.2% | +489.3% | +405.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling