+4,350.5%
EMR vs APD
+6,318.0%
-1,967.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.4% |
| 7D | +2.1% | -1.6% | +3.7% | +3.0% |
| 30D | +4.8% | +10.6% | -5.9% | -0.3% |
| 3M | +7.5% | +2.5% | +5.0% | +6.0% |
| 6M | +20.9% | +6.0% | +14.9% | +16.5% |
| YTD | +29.2% | +28.4% | +0.7% | +12.5% |
| 1Y | +33.0% | +22.2% | +10.8% | +18.3% |
| 3Y | +109.8% | +26.6% | +83.2% | +78.7% |
| 5Y | +91.9% | +11.8% | +80.2% | +71.5% |
| 10Y | +301.5% | +187.8% | +113.7% | +125.5% |
| All | +4,350.5% | +6,318.0% | -1,967.5% | +620.9% |
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