+357.2%
EMR vs APTV
+194.6%
+162.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +0.6% |
| 7D | -1.5% | +4.8% | -6.3% | -3.3% |
| 30D | -5.6% | +2.0% | -7.6% | -6.5% |
| 3M | +7.9% | -34.2% | +42.2% | +24.9% |
| 6M | +6.0% | -34.7% | +40.7% | +21.5% |
| YTD | +16.4% | -37.0% | +53.4% | +34.9% |
| 1Y | +16.6% | -40.4% | +57.0% | +37.6% |
| 3Y | +62.9% | -54.1% | +117.0% | +103.8% |
| 5Y | +60.1% | -68.0% | +128.1% | +120.5% |
| 10Y | +268.7% | -15.5% | +284.3% | +208.7% |
| All | +357.2% | +194.6% | +162.6% | +111.3% |
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