+267.8%
EMR vs APD
+161.1%
+106.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.2% |
| 7D | +3.1% | -2.5% | +5.6% | +4.5% |
| 30D | -3.5% | -1.9% | -1.6% | -2.6% |
| 3M | +9.8% | +8.2% | +1.5% | +4.3% |
| 6M | +10.8% | +10.7% | 0.0% | +3.3% |
| YTD | +15.9% | +22.9% | -7.0% | +1.3% |
| 1Y | +16.4% | +5.8% | +10.6% | +10.2% |
| 3Y | +62.1% | +7.8% | +54.3% | +47.8% |
| 5Y | +62.9% | +26.1% | +36.8% | +30.2% |
| 10Y | +267.8% | +163.7% | +104.0% | +69.4% |
| All | +267.8% | +161.1% | +106.6% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling