+98.5%
EWY vs APA
+94.1%
+4.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +4.2% | +8.5% | -4.3% | +3.4% |
| 30D | -10.7% | +2.8% | -13.4% | -11.0% |
| 3M | -20.1% | +21.7% | -41.8% | -21.7% |
| 6M | -24.3% | +32.6% | -56.9% | -26.8% |
| YTD | +46.9% | +103.7% | -56.8% | +30.9% |
| 1Y | +55.2% | +101.8% | -46.6% | +38.4% |
| 3Y | +157.0% | +48.1% | +108.9% | +133.3% |
| All | +98.5% | +94.1% | +4.4% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling