+32.5%
EMR vs APD
+21.8%
+10.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +4.1% |
| 7D | +2.1% | -1.6% | +3.7% | +2.4% |
| 30D | +4.8% | +10.6% | -5.9% | +3.7% |
| 3M | +7.5% | +2.5% | +5.0% | +7.2% |
| 6M | +20.9% | +6.0% | +14.9% | +20.1% |
| YTD | +29.2% | +28.4% | +0.7% | +22.3% |
| All | +32.5% | +21.8% | +10.7% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling