+506.6%
APP vs EWZ
+37.9%
+468.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.8% |
| 7D | +61.1% | +1.3% | +59.8% | +60.0% |
| 30D | +42.8% | -26.2% | +68.9% | +63.3% |
| 3M | +16.7% | -8.6% | +25.3% | +18.0% |
| 6M | -15.6% | -17.0% | +1.4% | -9.9% |
| YTD | -41.3% | +2.2% | -43.5% | -44.2% |
| 1Y | -39.3% | +2.7% | -41.9% | -42.6% |
| 3Y | +803.2% | +18.2% | +785.0% | +684.0% |
| 5Y | +313.2% | +56.0% | +257.1% | +205.4% |
| All | +506.6% | +37.9% | +468.7% | +389.3% |
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