+61,451.9%
APH vs EMR
+2,950.3%
+58,501.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.2% | -48.0% | -47.9% |
| 7D | -48.7% | -3.1% | -45.6% | -47.9% |
| 30D | -51.9% | -5.6% | -46.3% | -50.5% |
| 3M | -43.6% | +7.9% | -51.5% | -46.0% |
| 6M | -37.5% | +6.0% | -43.6% | -39.8% |
| YTD | -38.6% | +16.4% | -55.1% | -44.2% |
| 1Y | -26.3% | +16.6% | -43.0% | -33.3% |
| 3Y | +89.2% | +62.9% | +26.3% | +41.0% |
| 5Y | +119.8% | +60.1% | +59.7% | +63.9% |
| 10Y | +454.3% | +268.8% | +185.5% | +149.1% |
| All | +61,451.9% | +2,950.3% | +58,501.7% | +13,275.1% |
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 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