+103.2%
EMR vs APTV
-48.7%
+151.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +2.7% | -5.0% | +7.6% | +4.2% |
| 30D | +2.1% | -12.3% | +14.4% | +6.0% |
| 3M | +2.3% | -19.9% | +22.2% | +8.9% |
| 6M | +22.5% | -29.4% | +51.9% | +33.0% |
| YTD | +27.2% | -49.0% | +76.2% | +52.7% |
| 1Y | +28.0% | -53.1% | +81.1% | +57.8% |
| All | +103.2% | -48.7% | +151.8% | +124.8% |
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