+948.3%
APH vs EWZ
+66.3%
+882.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.0% |
| 7D | +11.1% | +0.1% | +11.1% | +11.2% |
| 30D | -7.3% | -25.9% | +18.6% | +1.0% |
| 3M | -6.2% | -6.1% | 0.0% | -5.9% |
| 6M | +24.9% | -16.1% | +41.0% | +30.0% |
| YTD | +18.4% | +1.0% | +17.4% | +16.1% |
| 1Y | +13.0% | 0.0% | +13.0% | +11.0% |
| 3Y | +276.4% | +16.8% | +259.6% | +247.5% |
| 5Y | +296.4% | +52.1% | +244.3% | +228.7% |
| All | +948.3% | +66.3% | +882.0% | +729.7% |
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