+228.6%
EWY vs APH
+289.3%
-60.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.2% |
| 7D | +4.8% | +5.0% | -0.1% | +2.3% |
| 30D | +11.7% | -3.9% | +15.5% | +13.8% |
| 3M | -7.4% | +13.0% | -20.4% | -11.2% |
| 6M | +40.6% | +25.2% | +15.4% | +28.5% |
| YTD | +94.3% | +22.9% | +71.3% | +75.7% |
| 1Y | +164.3% | +47.8% | +116.4% | +121.5% |
| All | +228.6% | +289.3% | -60.6% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 3y: compounded portfolio wealth divided by compounded APH 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…
3y analysis · Full analysis span regression · 6 months rolling