-37.5%
APH vs EMR
+4.5%
-42.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.2% | -48.0% | -48.0% |
| 7D | -48.7% | -3.1% | -45.6% | -47.7% |
| 30D | -51.9% | -5.6% | -46.3% | -50.2% |
| 3M | -43.6% | +7.9% | -51.5% | -47.0% |
| 6M | -37.5% | +6.0% | -43.6% | -40.1% |
| All | -37.5% | +4.5% | -42.1% | -40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling