+930.0%
APH vs EWZ
+68.6%
+861.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.2% |
| 7D | +4.9% | +0.8% | +4.1% | +4.6% |
| 30D | -5.4% | -24.4% | +19.0% | +2.4% |
| 3M | -5.5% | -4.6% | -0.9% | -5.7% |
| 6M | +25.9% | -11.6% | +37.5% | +28.7% |
| YTD | +16.4% | +2.4% | +14.0% | +13.5% |
| 1Y | +16.5% | +2.1% | +14.4% | +13.6% |
| 3Y | +270.9% | +18.7% | +252.1% | +240.6% |
| 5Y | +289.5% | +54.2% | +235.3% | +221.5% |
| All | +930.0% | +68.6% | +861.4% | +711.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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