+229.5%
EWY vs APD
+191.9%
+37.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +4.2% | +3.8% | +0.4% | +2.7% |
| 30D | -10.7% | +8.2% | -18.9% | -13.4% |
| 3M | -20.1% | +4.3% | -24.3% | -21.6% |
| 6M | -24.3% | +4.7% | -29.0% | -26.3% |
| YTD | +46.9% | +31.5% | +15.3% | +28.7% |
| 1Y | +55.2% | +23.5% | +31.6% | +39.1% |
| 3Y | +157.0% | +29.1% | +127.8% | +118.0% |
| 5Y | +98.9% | +15.9% | +83.0% | +73.7% |
| All | +229.5% | +191.9% | +37.6% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling