+131.7%
EMB vs APD
+410.5%
-278.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | -0.3% | +2.1% | -2.4% | -0.5% |
| 3M | -0.4% | +7.2% | -7.6% | -1.3% |
| 6M | +0.1% | +11.2% | -11.1% | -1.2% |
| YTD | +1.6% | +24.4% | -22.8% | -1.0% |
| 1Y | +5.6% | +6.7% | -1.1% | +4.5% |
| 3Y | +29.8% | +9.2% | +20.6% | +27.1% |
| 5Y | +7.3% | +27.4% | -20.1% | +2.6% |
| 10Y | +30.4% | +164.8% | -134.4% | +15.8% |
| All | +131.7% | +410.5% | -278.8% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling