+432.5%
EWZ vs APD
+1,862.9%
-1,430.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | +6.5% | -2.2% | +8.7% | +8.1% |
| 30D | +4.8% | +2.1% | +2.8% | +3.2% |
| 3M | +9.9% | +7.2% | +2.7% | +3.9% |
| 6M | +1.9% | +11.2% | -9.3% | -6.7% |
| YTD | +20.3% | +24.4% | -4.1% | +1.2% |
| 1Y | +35.6% | +6.7% | +29.0% | +24.9% |
| 3Y | +43.4% | +9.2% | +34.2% | +21.3% |
| 5Y | +55.9% | +27.4% | +28.6% | +12.4% |
| 10Y | +84.2% | +164.8% | -80.7% | -27.2% |
| All | +432.5% | +1,862.9% | -1,430.3% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling