+399.6%
EMR vs APTV
+138.1%
+261.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.8% | -1.7% | +4.6% | +3.5% |
| 30D | +3.7% | -11.6% | +15.3% | +8.3% |
| 3M | +2.0% | -21.2% | +23.2% | +11.1% |
| 6M | +22.1% | -28.5% | +50.6% | +35.2% |
| YTD | +27.2% | -49.1% | +76.3% | +59.1% |
| 1Y | +32.0% | -52.2% | +84.2% | +68.9% |
| 3Y | +103.3% | -48.6% | +151.9% | +142.6% |
| 5Y | +88.2% | -77.3% | +165.5% | +196.3% |
| 10Y | +280.4% | -26.9% | +307.3% | +235.7% |
| All | +399.6% | +138.1% | +261.5% | +149.1% |
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