+4.8%
EMB vs APD
+5.6%
-0.8%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +0.3% | -2.5% | +2.8% | +0.3% |
| 30D | -0.5% | -1.9% | +1.4% | -0.5% |
| 3M | +0.3% | +8.2% | -7.9% | +0.2% |
| 6M | +1.2% | +10.7% | -9.6% | +1.0% |
| YTD | +1.5% | +22.9% | -21.5% | +0.8% |
| 1Y | +4.8% | +5.8% | -1.0% | +4.3% |
| All | +4.8% | +5.6% | -0.8% | +4.3% |
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