+1,236.8%
EWY vs APA
+150.8%
+1,086.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.2% | +7.8% | +5.4% |
| 7D | +4.8% | +0.5% | +4.3% | +4.6% |
| 30D | +11.7% | +23.4% | -11.7% | +5.6% |
| 3M | -7.4% | +12.7% | -20.1% | -11.0% |
| 6M | +40.6% | +39.4% | +1.1% | +25.5% |
| YTD | +94.3% | +79.0% | +15.3% | +62.0% |
| 1Y | +164.3% | +88.8% | +75.5% | +115.4% |
| 3Y | +221.0% | +6.4% | +214.6% | +189.8% |
| 5Y | +139.1% | +153.0% | -13.9% | +58.9% |
| 10Y | +298.8% | +7.5% | +291.3% | +148.7% |
| All | +1,236.8% | +150.8% | +1,086.1% | +624.1% |
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