+290.8%
EWY vs APD
+168.7%
+122.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | +1.2% | -3.5% | +4.7% | +2.7% |
| 30D | +9.3% | -5.1% | +14.4% | +11.4% |
| 3M | +2.4% | +6.9% | -4.4% | -1.2% |
| 6M | +40.3% | +8.1% | +32.2% | +34.1% |
| YTD | +88.0% | +21.2% | +66.8% | +70.3% |
| 1Y | +143.8% | +4.9% | +139.0% | +133.4% |
| 3Y | +217.8% | +6.3% | +211.5% | +193.5% |
| 5Y | +142.7% | +24.3% | +118.5% | +100.8% |
| All | +290.8% | +168.7% | +122.1% | +93.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling