-38.9%
APA vs EMB
+126.0%
-164.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -15.5% | -0.1% | -15.4% | -15.5% |
| 30D | +2.4% | +1.3% | +1.1% | +0.7% |
| 3M | +22.8% | -2.7% | +25.5% | +26.5% |
| 6M | +17.9% | -2.8% | +20.8% | +21.1% |
| YTD | +87.7% | -1.1% | +88.8% | +86.8% |
| 1Y | +94.2% | 0.0% | +94.2% | +90.4% |
| 3Y | +27.2% | +28.8% | -1.6% | -9.0% |
| 5Y | +74.1% | +6.0% | +68.2% | +59.6% |
| 10Y | +2.6% | +29.1% | -26.5% | -10.7% |
| All | -38.9% | +126.0% | -164.9% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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