+303.5%
EWY vs APTV
-16.1%
+319.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.4% |
| 7D | -0.1% | -5.0% | +4.9% | +1.4% |
| 30D | +7.3% | -6.1% | +13.4% | +9.3% |
| 3M | -5.1% | -33.0% | +27.9% | +6.5% |
| 6M | +42.1% | -35.2% | +77.3% | +60.5% |
| YTD | +94.1% | -40.1% | +134.3% | +123.7% |
| 1Y | +147.8% | -45.6% | +193.4% | +193.8% |
| 3Y | +222.9% | -54.4% | +277.3% | +290.0% |
| 5Y | +150.6% | -68.9% | +219.5% | +230.5% |
| All | +303.5% | -16.1% | +319.6% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling