+103.3%
EMR vs APD
+29.7%
+73.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.8% | +3.8% | -1.0% | +1.7% |
| 30D | +3.7% | +8.2% | -4.5% | +1.3% |
| 3M | +2.0% | +4.3% | -2.3% | +0.7% |
| 6M | +22.1% | +4.7% | +17.4% | +20.2% |
| YTD | +27.2% | +31.5% | -4.3% | +15.0% |
| 1Y | +32.0% | +23.5% | +8.5% | +21.9% |
| 3Y | +103.3% | +29.1% | +74.1% | +96.3% |
| All | +103.3% | +29.7% | +73.5% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling