+153.3%
EWY vs APA
+177.1%
-23.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.2% |
| 7D | +6.7% | +0.3% | +6.4% | +6.6% |
| 30D | +17.0% | +9.3% | +7.6% | +15.8% |
| 3M | +3.7% | +23.3% | -19.7% | +1.0% |
| 6M | +42.5% | +39.5% | +3.0% | +34.6% |
| YTD | +96.2% | +87.6% | +8.6% | +76.3% |
| 1Y | +160.4% | +114.2% | +46.1% | +127.9% |
| 3Y | +231.7% | +13.6% | +218.1% | +213.3% |
| 5Y | +153.3% | +175.6% | -22.3% | +94.5% |
| All | +153.3% | +177.1% | -23.8% | +94.5% |
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