+280.0%
EMR vs APD
+187.0%
+93.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.4% |
| 7D | +0.7% | -0.2% | +0.9% | +0.9% |
| 30D | +3.5% | +11.0% | -7.5% | -2.2% |
| 3M | +5.9% | +1.3% | +4.6% | +5.0% |
| 6M | +19.4% | +6.4% | +13.1% | +14.4% |
| YTD | +27.7% | +28.9% | -1.3% | +8.6% |
| 1Y | +30.9% | +23.2% | +7.7% | +13.8% |
| 3Y | +104.2% | +26.3% | +77.9% | +69.2% |
| 5Y | +89.6% | +12.0% | +77.6% | +65.9% |
| 10Y | +280.0% | +183.2% | +96.9% | +65.0% |
| All | +280.0% | +187.0% | +93.0% | +65.0% |
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