+355.9%
APH vs EMR
+60.6%
+295.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | -0.2% |
| 7D | +5.0% | -1.5% | +6.5% | +5.8% |
| 30D | -3.9% | -5.6% | +1.7% | -0.7% |
| 3M | +13.0% | +7.9% | +5.0% | +7.5% |
| 6M | +25.2% | +6.0% | +19.1% | +19.9% |
| YTD | +22.9% | +16.4% | +6.5% | +10.1% |
| 1Y | +47.8% | +16.6% | +31.2% | +31.7% |
| 3Y | +283.0% | +62.9% | +220.2% | +172.4% |
| All | +355.9% | +60.6% | +295.3% | +215.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling