+67.9%
EWY vs APP
+485.7%
-417.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.1% | +3.3% |
| 7D | -6.3% | +79.2% | -85.4% | -12.3% |
| 30D | -19.8% | +48.0% | -67.8% | -23.4% |
| 3M | -14.4% | +18.2% | -32.7% | -16.5% |
| 6M | -25.3% | -12.5% | -12.8% | -25.1% |
| YTD | +46.2% | -39.2% | +85.3% | +49.8% |
| 1Y | +58.3% | -33.9% | +92.1% | +60.6% |
| 3Y | +155.0% | +933.3% | -778.3% | +83.0% |
| 5Y | +99.5% | +295.9% | -196.4% | +47.0% |
| All | +67.9% | +485.7% | -417.8% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling