+355.9%
APH vs EWZ
+54.7%
+301.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +5.0% | +6.5% | -1.5% | +2.6% |
| 30D | -3.9% | +4.8% | -8.7% | -5.5% |
| 3M | +13.0% | +9.9% | +3.1% | +9.2% |
| 6M | +25.2% | +1.9% | +23.2% | +24.0% |
| YTD | +22.9% | +20.3% | +2.6% | +15.9% |
| 1Y | +47.8% | +35.6% | +12.2% | +34.2% |
| 3Y | +283.0% | +43.4% | +239.6% | +237.0% |
| All | +355.9% | +54.7% | +301.2% | +292.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling