+951.3%
APH vs EWZ
+45.3%
+905.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.0% | +6.2% | +7.6% |
| 7D | +1.1% | +1.4% | -0.3% | +0.7% |
| 30D | -7.5% | -25.1% | +17.6% | +0.5% |
| 3M | -4.4% | -7.7% | +3.3% | -3.6% |
| 6M | +26.5% | -15.8% | +42.3% | +31.5% |
| YTD | +20.0% | +3.6% | +16.4% | +16.7% |
| 1Y | +16.9% | +5.5% | +11.4% | +12.8% |
| 3Y | +288.5% | +22.1% | +266.4% | +253.9% |
| 5Y | +310.3% | +58.3% | +251.9% | +236.0% |
| 10Y | +951.3% | +50.3% | +901.0% | +736.6% |
| All | +951.3% | +45.3% | +905.9% | +736.6% |
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