+134.8%
EWY vs APP
+894.0%
-759.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.9% | -5.8% | +3.3% |
| 7D | -10.4% | +71.2% | -81.6% | -15.1% |
| 30D | -25.4% | +39.1% | -64.5% | -27.8% |
| 3M | -16.5% | +16.5% | -33.1% | -17.9% |
| 6M | -24.7% | -16.6% | -8.2% | -23.9% |
| YTD | +40.9% | -41.9% | +82.9% | +45.4% |
| 1Y | +49.8% | -37.0% | +86.8% | +53.1% |
| 3Y | +134.8% | +892.4% | -757.6% | +76.2% |
| All | +134.8% | +894.0% | -759.1% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling