-39.3%
APP vs EWZ
+3.0%
-42.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.1% |
| 7D | +61.1% | +1.3% | +59.8% | +60.4% |
| 30D | +42.8% | -26.2% | +68.9% | +55.6% |
| 3M | +16.7% | -8.6% | +25.3% | +13.4% |
| 6M | -15.6% | -17.0% | +1.4% | -13.3% |
| YTD | -41.3% | +2.2% | -43.5% | -39.7% |
| 1Y | -39.3% | +2.7% | -41.9% | -37.8% |
| All | -39.3% | +3.0% | -42.2% | -37.8% |
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 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