+62.4%
EWY vs APD
+36.4%
+26.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.5% |
| 7D | -8.3% | +3.8% | -12.1% | -7.5% |
| 30D | -20.5% | +14.1% | -34.7% | -18.5% |
| 3M | -11.1% | +8.2% | -19.3% | -9.7% |
| 6M | -7.0% | +7.5% | -14.6% | -5.9% |
| YTD | +56.5% | +31.7% | +24.8% | +63.5% |
| 1Y | +62.4% | +35.1% | +27.3% | +72.2% |
| All | +62.4% | +36.4% | +26.1% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling