+16.4%
APH vs EMR
+25.6%
-9.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.4% | -8.6% | -7.5% |
| 7D | -2.4% | +1.6% | -4.0% | -3.4% |
| 30D | -9.5% | +5.0% | -14.5% | -11.9% |
| 3M | -7.6% | +7.7% | -15.3% | -11.5% |
| 6M | +12.4% | +26.8% | -14.4% | -1.7% |
| YTD | +17.5% | +29.9% | -12.4% | -1.8% |
| 1Y | +16.4% | +25.7% | -9.3% | -0.8% |
| All | +16.4% | +25.6% | -9.2% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling