+303.5%
EWY vs APA
-2.4%
+305.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.2% |
| 7D | -0.1% | +4.6% | -4.7% | -0.7% |
| 30D | +7.3% | +11.9% | -4.6% | +5.6% |
| 3M | -5.1% | +22.5% | -27.6% | -8.2% |
| 6M | +42.1% | +37.5% | +4.5% | +33.6% |
| YTD | +94.1% | +87.2% | +7.0% | +73.6% |
| 1Y | +147.8% | +101.4% | +46.4% | +118.3% |
| 3Y | +222.9% | +16.9% | +206.0% | +200.8% |
| 5Y | +150.6% | +178.4% | -27.8% | +98.0% |
| All | +303.5% | -2.4% | +305.8% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling