+68.7%
EWY vs APP
+484.4%
-415.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.2% |
| 7D | +4.2% | +4.6% | -0.4% | +3.8% |
| 30D | -10.7% | +56.0% | -66.7% | -15.2% |
| 3M | -20.1% | +30.8% | -50.9% | -22.7% |
| 6M | -24.3% | -9.8% | -14.5% | -24.3% |
| YTD | +46.9% | -39.3% | +86.1% | +50.6% |
| 1Y | +55.2% | -26.4% | +81.6% | +55.8% |
| 3Y | +157.0% | +887.9% | -731.0% | +85.4% |
| 5Y | +98.9% | +264.1% | -165.2% | +47.4% |
| All | +68.7% | +484.4% | -415.7% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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