+19.0%
EWZ vs APD
+11.7%
+7.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -1.5% | -3.7% | +2.2% | -1.0% |
| 30D | -24.5% | +9.6% | -34.1% | -25.4% |
| 3M | -10.7% | +1.6% | -12.3% | -10.9% |
| 6M | -19.1% | +2.2% | -21.3% | -19.4% |
| YTD | +1.6% | +25.9% | -24.2% | -1.9% |
| 1Y | +4.3% | +20.1% | -15.8% | +1.3% |
| 3Y | +19.0% | +12.4% | +6.6% | +15.9% |
| All | +19.0% | +11.7% | +7.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 3y: compounded portfolio wealth divided by compounded APD 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…
3y analysis · Full analysis span regression · 6 months rolling