+56.6%
EWZ vs APD
+15.3%
+41.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.8% |
| 7D | -4.2% | -0.7% | -3.4% | -4.0% |
| 30D | -26.1% | +10.1% | -36.3% | -27.8% |
| 3M | -12.0% | +4.9% | -16.9% | -13.1% |
| 6M | -19.3% | +2.5% | -21.7% | -19.9% |
| YTD | +0.9% | +27.8% | -26.9% | -5.8% |
| 1Y | +3.4% | +32.9% | -29.5% | -4.9% |
| 3Y | +18.6% | +13.4% | +5.2% | +12.7% |
| 5Y | +56.6% | +12.8% | +43.8% | +40.7% |
| All | +56.6% | +15.3% | +41.3% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling