+854.3%
EEM vs APA
+105.1%
+749.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.7% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +4.5% | +23.4% | -18.9% | -1.5% |
| 3M | -0.1% | +12.7% | -12.8% | -4.2% |
| 6M | +16.9% | +39.4% | -22.5% | +4.0% |
| YTD | +26.2% | +79.0% | -52.7% | +4.1% |
| 1Y | +40.5% | +88.8% | -48.3% | +13.0% |
| 3Y | +86.2% | +6.4% | +79.8% | +67.3% |
| 5Y | +45.5% | +153.0% | -107.5% | -7.8% |
| 10Y | +128.6% | +7.5% | +121.1% | +34.6% |
| All | +854.3% | +105.1% | +749.2% | +369.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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