+6.0%
EMR vs APTV
-33.5%
+39.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +1.2% |
| 7D | -1.5% | +4.8% | -6.3% | -2.4% |
| 30D | -5.6% | +2.0% | -7.6% | -6.0% |
| 3M | +7.9% | -34.2% | +42.2% | +17.9% |
| 6M | +6.0% | -34.7% | +40.7% | +11.6% |
| All | +6.0% | -33.5% | +39.6% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling