+307.9%
EWY vs APD
+170.1%
+137.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +6.7% | -4.6% | +11.3% | +8.6% |
| 30D | +17.0% | -4.2% | +21.2% | +18.8% |
| 3M | +3.7% | +5.0% | -1.3% | +0.8% |
| 6M | +42.5% | +8.9% | +33.5% | +35.8% |
| YTD | +96.2% | +21.9% | +74.3% | +77.3% |
| 1Y | +160.4% | +5.6% | +154.8% | +148.5% |
| 3Y | +231.7% | +6.9% | +224.8% | +205.7% |
| 5Y | +153.3% | +25.3% | +127.9% | +108.6% |
| All | +307.9% | +170.1% | +137.8% | +101.7% |
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 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