+119,301.1%
APH vs EMR
+3,140.5%
+116,160.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | -5.9% | -1.6% | -4.4% | -5.1% |
| 30D | -14.8% | +2.0% | -16.8% | -15.5% |
| 3M | -12.4% | +3.8% | -16.2% | -14.1% |
| 6M | +8.1% | +10.5% | -2.5% | +2.4% |
| YTD | +10.9% | +23.7% | -12.8% | -2.1% |
| 1Y | +8.8% | +25.4% | -16.6% | -4.7% |
| 3Y | +262.1% | +86.6% | +175.5% | +151.6% |
| 5Y | +283.1% | +83.0% | +200.1% | +167.2% |
| 10Y | +908.1% | +319.5% | +588.6% | +324.3% |
| All | +119,301.1% | +3,140.5% | +116,160.7% | +25,088.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling