+57.8%
EWZ vs APA
+71.7%
-13.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -2.0% | +0.3% |
| 7D | -1.5% | -15.5% | +14.0% | +1.1% |
| 30D | -24.5% | +2.4% | -26.9% | -24.9% |
| 3M | -10.7% | +22.8% | -33.5% | -14.0% |
| 6M | -19.1% | +17.9% | -37.0% | -22.0% |
| YTD | +1.6% | +87.7% | -86.1% | -11.7% |
| 1Y | +4.3% | +94.2% | -89.9% | -10.2% |
| 3Y | +19.0% | +27.2% | -8.2% | +8.3% |
| All | +57.8% | +71.7% | -13.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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