+8.1%
EWZ vs APO
-5.6%
+13.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.1% | -6.5% | +1.1% |
| 7D | -4.1% | +8.2% | -12.3% | -4.6% |
| 30D | -25.0% | +6.4% | -31.4% | -25.3% |
| 3M | -10.6% | -7.4% | -3.2% | -10.2% |
| 6M | -16.6% | -4.2% | -12.4% | -16.5% |
| YTD | +2.5% | -14.1% | +16.6% | +3.9% |
| 1Y | +8.1% | -4.4% | +12.5% | +6.9% |
| All | +8.1% | -5.6% | +13.7% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 1y: compounded portfolio wealth divided by compounded APO 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…
1y analysis · Full analysis span regression · 6 months rolling