+528.8%
APP vs EWZ
+39.9%
+489.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +3.8% |
| 7D | +79.2% | +1.4% | +77.8% | +77.7% |
| 30D | +48.0% | -25.1% | +73.1% | +68.0% |
| 3M | +18.2% | -7.7% | +25.9% | +19.0% |
| 6M | -12.5% | -15.8% | +3.4% | -7.3% |
| YTD | -39.2% | +3.6% | -42.8% | -42.5% |
| 1Y | -33.9% | +5.5% | -39.4% | -38.4% |
| 3Y | +933.3% | +22.1% | +911.2% | +783.7% |
| 5Y | +295.9% | +58.3% | +237.5% | +190.5% |
| All | +528.8% | +39.9% | +489.0% | +403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling