+654.6%
APP vs EWZ
+47.9%
+606.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.7% |
| 7D | +0.9% | +6.5% | -5.6% | -3.8% |
| 30D | -23.3% | +4.8% | -28.1% | -25.8% |
| 3M | -42.6% | +9.9% | -52.5% | -46.5% |
| 6M | -33.6% | +1.9% | -35.6% | -35.2% |
| YTD | -52.4% | +20.3% | -72.7% | -58.6% |
| 1Y | -35.9% | +35.6% | -71.5% | -49.8% |
| All | +654.6% | +47.9% | +606.8% | +429.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling