+4,285.9%
EMR vs APD
+6,445.2%
-2,159.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -2.0% | -1.2% | -0.8% | -1.4% |
| 30D | +2.8% | +11.0% | -8.2% | -2.3% |
| 3M | +2.0% | +2.6% | -0.6% | +0.6% |
| 6M | +20.7% | +4.8% | +15.9% | +17.1% |
| YTD | +27.3% | +31.0% | -3.7% | +9.8% |
| 1Y | +31.0% | +23.4% | +7.6% | +16.0% |
| 3Y | +103.6% | +28.4% | +75.2% | +72.3% |
| 5Y | +88.6% | +15.2% | +73.4% | +66.1% |
| 10Y | +280.6% | +190.7% | +90.0% | +112.7% |
| All | +4,285.9% | +6,445.2% | -2,159.3% | +603.7% |
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 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