+0.6%
EMB vs APD
+36.4%
-35.7%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | +0.7% | +3.8% | -3.1% | +0.6% |
| 30D | +2.3% | +14.1% | -11.8% | +2.1% |
| 3M | -2.5% | +8.2% | -10.7% | -2.7% |
| 6M | -1.1% | +7.5% | -8.6% | -1.2% |
| YTD | -0.6% | +31.7% | -32.3% | -1.3% |
| 1Y | +0.6% | +35.1% | -34.5% | -0.2% |
| All | +0.6% | +36.4% | -35.7% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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