+142.7%
EWY vs APTV
-69.7%
+212.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -6.8% | -5.0% |
| 7D | +1.2% | -1.8% | +3.0% | +1.7% |
| 30D | +9.3% | -7.9% | +17.2% | +11.8% |
| 3M | +2.4% | -29.9% | +32.3% | +12.9% |
| 6M | +40.3% | -36.6% | +76.9% | +58.4% |
| YTD | +88.0% | -40.0% | +128.0% | +114.7% |
| 1Y | +143.8% | -44.0% | +187.8% | +183.7% |
| 3Y | +217.8% | -54.5% | +272.3% | +282.1% |
| 5Y | +142.7% | -68.8% | +211.5% | +203.7% |
| All | +142.7% | -69.7% | +212.4% | +203.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling