+16.6%
EMR vs APTV
-39.9%
+56.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +1.0% |
| 7D | -1.5% | +4.8% | -6.3% | -2.7% |
| 30D | -5.6% | +2.0% | -7.6% | -6.1% |
| 3M | +7.9% | -34.2% | +42.2% | +20.7% |
| 6M | +6.0% | -34.7% | +40.7% | +17.7% |
| YTD | +16.4% | -37.0% | +53.4% | +29.8% |
| 1Y | +16.6% | -40.4% | +57.0% | +30.5% |
| All | +16.6% | -39.9% | +56.5% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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