+88.2%
EMR vs APTV
-77.1%
+165.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +2.7% | -5.0% | +7.6% | +4.3% |
| 30D | +2.1% | -12.3% | +14.4% | +6.2% |
| 3M | +2.3% | -19.9% | +22.2% | +9.2% |
| 6M | +22.5% | -29.4% | +51.9% | +33.8% |
| YTD | +27.2% | -49.0% | +76.2% | +53.5% |
| 1Y | +28.0% | -53.1% | +81.1% | +58.6% |
| 3Y | +103.4% | -48.9% | +152.3% | +135.6% |
| 5Y | +88.2% | -77.2% | +165.4% | +180.9% |
| All | +88.2% | -77.1% | +165.3% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling