-24.3%
EWY vs APA
+31.7%
-56.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.4% |
| 7D | +4.2% | +8.5% | -4.3% | +6.3% |
| 30D | -10.7% | +2.8% | -13.4% | -10.0% |
| 3M | -20.1% | +21.7% | -41.8% | -13.2% |
| 6M | -24.3% | +32.6% | -56.9% | -13.2% |
| All | -24.3% | +31.7% | -56.0% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling