+16.5%
APH vs EWZ
+1.3%
+15.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | -5.4% | -24.4% | +19.0% | +1.4% |
| 3M | -5.5% | -4.6% | -0.9% | -10.7% |
| 6M | +25.9% | -11.6% | +37.5% | +24.0% |
| YTD | +16.4% | +2.4% | +14.0% | +11.1% |
| 1Y | +16.5% | +2.1% | +14.4% | +11.1% |
| All | +16.5% | +1.3% | +15.2% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling