+83.4%
EMR vs APA
+71.7%
+11.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.6% |
| 7D | -1.6% | -15.5% | +13.9% | +1.4% |
| 30D | +2.0% | +2.4% | -0.4% | +1.2% |
| 3M | +3.8% | +22.8% | -19.0% | -1.0% |
| 6M | +10.5% | +17.9% | -7.4% | +5.5% |
| YTD | +23.7% | +87.7% | -64.0% | +3.4% |
| 1Y | +25.4% | +94.2% | -68.8% | +3.7% |
| 3Y | +86.6% | +27.2% | +59.3% | +62.4% |
| All | +83.4% | +71.7% | +11.7% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling