+62.1%
EMR vs APTV
-54.7%
+116.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.9% |
| 7D | +3.1% | +2.0% | +1.1% | +2.4% |
| 30D | -3.5% | -7.7% | +4.2% | -1.4% |
| 3M | +9.8% | -34.0% | +43.8% | +23.0% |
| 6M | +10.8% | -37.1% | +47.9% | +24.7% |
| YTD | +15.9% | -39.9% | +55.8% | +32.1% |
| 1Y | +16.4% | -44.4% | +60.9% | +35.6% |
| 3Y | +62.1% | -54.5% | +116.6% | +88.3% |
| All | +62.1% | -54.7% | +116.8% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling