+3,912.1%
EMR vs APA
+815.8%
+3,096.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.5% |
| 7D | -1.5% | +0.5% | -2.1% | -1.7% |
| 30D | -5.6% | +23.4% | -29.0% | -10.6% |
| 3M | +7.9% | +12.7% | -4.8% | +3.8% |
| 6M | +6.0% | +39.4% | -33.4% | -4.7% |
| YTD | +16.4% | +79.0% | -62.5% | -1.8% |
| 1Y | +16.6% | +88.8% | -72.2% | -3.8% |
| 3Y | +62.9% | +6.4% | +56.5% | +49.6% |
| 5Y | +60.1% | +153.0% | -92.9% | +12.8% |
| 10Y | +268.8% | +7.5% | +261.2% | +152.9% |
| All | +3,912.1% | +815.8% | +3,096.3% | +2,181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling