+399.4%
EMR vs APTV
+138.4%
+261.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +2.7% | -5.0% | +7.6% | +4.6% |
| 30D | +2.1% | -12.3% | +14.4% | +7.0% |
| 3M | +2.3% | -19.9% | +22.2% | +10.7% |
| 6M | +22.5% | -29.4% | +51.9% | +36.3% |
| YTD | +27.2% | -49.0% | +76.2% | +58.9% |
| 1Y | +28.0% | -53.1% | +81.1% | +65.0% |
| 3Y | +103.4% | -48.9% | +152.3% | +143.3% |
| 5Y | +88.2% | -77.2% | +165.4% | +196.0% |
| 10Y | +280.3% | -26.8% | +307.1% | +235.4% |
| All | +399.4% | +138.4% | +261.0% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling