+188.7%
EWY vs APO
+1,612.1%
-1,423.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.3% |
| 7D | +4.2% | +5.8% | -1.5% | +2.4% |
| 30D | -10.7% | +8.9% | -19.6% | -13.2% |
| 3M | -20.1% | -13.6% | -6.4% | -16.6% |
| 6M | -24.3% | -5.4% | -18.9% | -23.4% |
| YTD | +46.9% | -13.6% | +60.5% | +51.5% |
| 1Y | +55.2% | -2.5% | +57.7% | +53.8% |
| 3Y | +157.0% | +50.9% | +106.1% | +112.0% |
| 5Y | +98.9% | +81.4% | +17.5% | +49.6% |
| 10Y | +226.3% | +843.9% | -617.6% | +37.1% |
| All | +188.7% | +1,612.1% | -1,423.4% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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