+869.8%
EWY vs APH
+10,519.9%
-9,650.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +2.0% |
| 7D | -10.4% | -5.9% | -4.4% | -7.4% |
| 30D | -25.4% | -14.8% | -10.6% | -18.8% |
| 3M | -16.5% | -12.4% | -4.1% | -10.4% |
| 6M | -24.7% | +8.1% | -32.8% | -26.9% |
| YTD | +40.9% | +10.9% | +30.0% | +32.8% |
| 1Y | +49.8% | +8.8% | +41.0% | +42.0% |
| 3Y | +134.8% | +262.1% | -127.3% | +18.2% |
| 5Y | +91.4% | +283.1% | -191.7% | -7.3% |
| 10Y | +204.3% | +908.1% | -703.8% | -9.3% |
| All | +869.8% | +10,519.9% | -9,650.1% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling