+1,055.9%
APH vs EMR
+271.2%
+784.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | -0.1% |
| 7D | +5.0% | -1.5% | +6.5% | +5.7% |
| 30D | -3.9% | -5.6% | +1.7% | -0.9% |
| 3M | +13.0% | +7.9% | +5.0% | +7.9% |
| 6M | +25.2% | +6.0% | +19.1% | +20.5% |
| YTD | +22.9% | +16.4% | +6.5% | +11.5% |
| 1Y | +47.8% | +16.6% | +31.2% | +33.5% |
| 3Y | +283.0% | +62.9% | +220.2% | +183.5% |
| 5Y | +349.7% | +60.1% | +289.6% | +231.5% |
| All | +1,055.9% | +271.2% | +784.7% | +470.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling