+4,094.1%
APH vs EWZ
+436.1%
+3,658.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.1% | -52.9% | -49.8% |
| 7D | -48.7% | +5.9% | -54.6% | -50.8% |
| 30D | -51.9% | +4.8% | -56.8% | -53.7% |
| 3M | -43.6% | +9.9% | -53.4% | -46.7% |
| 6M | -37.5% | +1.9% | -39.5% | -39.3% |
| YTD | -38.6% | +20.3% | -58.9% | -44.0% |
| 1Y | -26.3% | +35.6% | -61.9% | -35.9% |
| 3Y | +89.2% | +43.4% | +45.8% | +58.7% |
| 5Y | +119.8% | +55.9% | +63.9% | +72.5% |
| 10Y | +454.3% | +84.2% | +370.1% | +260.6% |
| All | +4,094.1% | +436.1% | +3,658.0% | +1,686.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling