+148.1%
EWY vs APD
+26.2%
+121.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.8% |
| 7D | +8.0% | -2.5% | +10.5% | +8.7% |
| 30D | +14.3% | -1.9% | +16.2% | +14.7% |
| 3M | +2.3% | +8.2% | -5.9% | -0.4% |
| 6M | +49.9% | +10.7% | +39.1% | +44.6% |
| YTD | +95.3% | +22.9% | +72.4% | +82.2% |
| 1Y | +161.7% | +5.8% | +155.9% | +155.1% |
| 3Y | +230.2% | +7.8% | +222.4% | +215.8% |
| 5Y | +148.1% | +26.1% | +122.0% | +104.6% |
| All | +148.1% | +26.2% | +121.9% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling