-37.5%
APH vs EWZ
+2.0%
-39.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.1% | -52.9% | -46.9% |
| 7D | -48.7% | +5.9% | -54.6% | -48.0% |
| 30D | -51.9% | +4.8% | -56.8% | -51.1% |
| 3M | -43.6% | +9.9% | -53.4% | -44.1% |
| 6M | -37.5% | +1.9% | -39.5% | -36.2% |
| All | -37.5% | +2.0% | -39.6% | -36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling