+148.1%
EWY vs APP
+325.7%
-177.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +0.8% |
| 7D | +8.0% | +0.1% | +7.9% | +8.0% |
| 30D | +14.3% | -10.0% | +24.4% | +15.6% |
| 3M | +2.3% | -44.6% | +46.9% | +8.5% |
| 6M | +49.9% | -37.9% | +87.7% | +56.3% |
| YTD | +95.3% | -53.7% | +149.0% | +107.7% |
| 1Y | +161.7% | -43.0% | +204.7% | +170.8% |
| 3Y | +230.2% | +640.8% | -410.6% | +141.9% |
| 5Y | +148.1% | +358.8% | -210.7% | +84.1% |
| All | +148.1% | +325.7% | -177.5% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling