+378.5%
APP vs EWZ
+65.6%
+313.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.6% | -3.8% |
| 7D | +0.1% | +5.6% | -5.5% | -3.0% |
| 30D | -10.0% | +9.3% | -19.3% | -14.4% |
| 3M | -44.6% | +15.7% | -60.3% | -49.0% |
| 6M | -37.9% | +7.4% | -45.3% | -40.6% |
| YTD | -53.7% | +22.7% | -76.4% | -58.7% |
| 1Y | -43.0% | +36.4% | -79.4% | -52.2% |
| 3Y | +640.8% | +50.4% | +590.4% | +488.2% |
| 5Y | +358.8% | +67.6% | +291.2% | +233.2% |
| All | +378.5% | +65.6% | +313.0% | +262.2% |
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