+1,236.8%
EWY vs APD
+1,704.7%
-467.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.1% |
| 7D | +4.8% | -2.2% | +7.0% | +6.1% |
| 30D | +11.7% | +2.1% | +9.6% | +10.0% |
| 3M | -7.4% | +7.2% | -14.6% | -12.0% |
| 6M | +40.6% | +11.2% | +29.3% | +29.9% |
| YTD | +94.3% | +24.4% | +69.9% | +67.5% |
| 1Y | +164.3% | +6.7% | +157.6% | +145.3% |
| 3Y | +221.0% | +9.2% | +211.7% | +180.4% |
| 5Y | +139.1% | +27.4% | +111.8% | +84.3% |
| 10Y | +298.8% | +164.8% | +134.0% | +81.1% |
| All | +1,236.8% | +1,704.7% | -467.9% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling