+277.4%
EMR vs APA
-1.1%
+278.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.9% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -5.0% | +9.3% | -14.3% | -7.1% |
| 3M | +5.9% | +23.3% | -17.4% | -0.2% |
| 6M | +7.3% | +39.5% | -32.2% | -3.6% |
| YTD | +14.6% | +87.6% | -73.1% | -4.9% |
| 1Y | +15.6% | +114.2% | -98.6% | -8.0% |
| 3Y | +60.2% | +13.6% | +46.6% | +44.3% |
| 5Y | +65.8% | +175.6% | -109.8% | +12.7% |
| 10Y | +277.4% | -2.6% | +280.0% | +151.1% |
| All | +277.4% | -1.1% | +278.5% | +151.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling