+237.8%
EWY vs APD
+187.5%
+50.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.8% |
| 7D | -2.8% | -1.2% | -1.7% | -2.2% |
| 30D | -13.1% | +11.0% | -24.1% | -16.7% |
| 3M | -11.6% | +2.6% | -14.2% | -12.7% |
| 6M | -23.4% | +4.8% | -28.2% | -25.4% |
| YTD | +52.0% | +31.0% | +21.1% | +33.5% |
| 1Y | +58.6% | +23.4% | +35.2% | +42.2% |
| 3Y | +163.3% | +28.4% | +135.0% | +124.0% |
| 5Y | +108.7% | +15.2% | +93.5% | +82.7% |
| 10Y | +237.8% | +190.7% | +47.1% | +68.3% |
| All | +237.8% | +187.5% | +50.3% | +68.3% |
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