+55.2%
EWZ vs APA
+87.1%
-31.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.3% |
| 7D | +0.6% | +5.1% | -4.5% | -0.2% |
| 30D | -25.5% | +0.3% | -25.8% | -25.6% |
| 3M | -4.5% | +15.6% | -20.2% | -7.1% |
| 6M | -15.3% | +28.9% | -44.2% | -19.5% |
| YTD | +3.1% | +96.6% | -93.5% | -11.1% |
| 1Y | +1.2% | +95.5% | -94.3% | -12.8% |
| 3Y | +19.3% | +41.8% | -22.6% | +6.3% |
| All | +55.2% | +87.1% | -31.8% | +27.1% |
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