+3,912.1%
EMR vs APD
+6,115.6%
-2,203.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | -1.5% | -2.2% | +0.7% | -0.5% |
| 30D | -5.6% | +2.1% | -7.7% | -6.7% |
| 3M | +7.9% | +7.2% | +0.8% | +3.7% |
| 6M | +6.0% | +11.2% | -5.2% | -0.4% |
| YTD | +16.4% | +24.4% | -7.9% | +3.1% |
| 1Y | +16.6% | +6.7% | +10.0% | +10.7% |
| 3Y | +62.9% | +9.2% | +53.6% | +49.1% |
| 5Y | +60.1% | +27.4% | +32.7% | +34.0% |
| 10Y | +268.8% | +164.8% | +103.9% | +115.6% |
| All | +3,912.1% | +6,115.6% | -2,203.6% | +560.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling