+367.8%
EWY vs APTV
+180.9%
+186.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +2.1% |
| 7D | +8.0% | +2.0% | +6.1% | +7.3% |
| 30D | +14.3% | -7.7% | +22.1% | +17.2% |
| 3M | +2.3% | -34.0% | +36.3% | +16.1% |
| 6M | +49.9% | -37.1% | +87.0% | +71.7% |
| YTD | +95.3% | -39.9% | +135.2% | +126.1% |
| 1Y | +161.7% | -44.4% | +206.2% | +210.1% |
| 3Y | +230.2% | -54.5% | +284.7% | +301.7% |
| 5Y | +148.1% | -69.1% | +217.2% | +231.3% |
| 10Y | +293.2% | -20.0% | +313.2% | +242.2% |
| All | +367.8% | +180.9% | +186.8% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling