+292.6%
APP vs EWZ
+58.5%
+234.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.2% | +9.5% |
| 7D | +71.2% | -1.5% | +72.7% | +72.3% |
| 30D | +39.1% | -24.5% | +63.6% | +57.6% |
| 3M | +16.5% | -10.7% | +27.2% | +19.1% |
| 6M | -16.6% | -19.1% | +2.5% | -9.8% |
| YTD | -41.9% | +1.6% | -43.6% | -44.9% |
| 1Y | -37.0% | +4.3% | -41.3% | -41.4% |
| 3Y | +892.4% | +19.0% | +873.5% | +748.0% |
| All | +292.6% | +58.5% | +234.1% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling