+123.1%
EWY vs APP
+357.9%
-234.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.4% |
| 7D | +4.8% | +0.9% | +3.9% | +4.7% |
| 30D | +11.7% | -23.3% | +34.9% | +14.5% |
| 3M | -7.4% | -42.6% | +35.2% | -2.3% |
| 6M | +40.6% | -33.6% | +74.2% | +45.3% |
| YTD | +94.3% | -52.4% | +146.7% | +105.5% |
| 1Y | +164.3% | -35.9% | +200.2% | +169.7% |
| 3Y | +221.0% | +642.2% | -421.2% | +139.6% |
| 5Y | +139.1% | +311.1% | -172.0% | +79.3% |
| All | +123.1% | +357.9% | -234.8% | +63.8% |
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