+929.0%
EWY vs APA
+180.8%
+748.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | +10.4% | +9.6% | +0.8% | +8.0% |
| 30D | -12.7% | -0.2% | -12.5% | -12.8% |
| 3M | -17.3% | +19.8% | -37.2% | -21.4% |
| 6M | -18.6% | +30.1% | -48.6% | -25.1% |
| YTD | +49.5% | +100.4% | -50.9% | +20.7% |
| 1Y | +55.0% | +105.2% | -50.2% | +24.1% |
| 3Y | +159.0% | +44.6% | +114.4% | +115.6% |
| 5Y | +102.5% | +88.8% | +13.7% | +46.9% |
| 10Y | +232.2% | +6.6% | +225.6% | +112.3% |
| All | +929.0% | +180.8% | +748.2% | +439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling