+263.6%
EMR vs APTV
-15.8%
+279.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -2.3% |
| 7D | -1.2% | -1.8% | +0.6% | -0.6% |
| 30D | -9.4% | -7.9% | -1.5% | -6.8% |
| 3M | +8.6% | -29.9% | +38.5% | +22.4% |
| 6M | +6.7% | -36.6% | +43.3% | +23.4% |
| YTD | +13.1% | -40.0% | +53.0% | +33.1% |
| 1Y | +12.7% | -44.0% | +56.8% | +36.0% |
| 3Y | +58.1% | -54.5% | +112.6% | +97.9% |
| 5Y | +63.6% | -68.8% | +132.4% | +127.3% |
| All | +263.6% | -15.8% | +279.5% | +233.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling