+19.0%
EWZ vs APO
+43.9%
-24.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | -24.5% | +1.0% | -25.6% | -24.7% |
| 3M | -10.7% | -8.4% | -2.3% | -9.8% |
| 6M | -19.1% | -9.1% | -10.0% | -18.3% |
| YTD | +1.6% | -18.3% | +20.0% | +4.3% |
| 1Y | +4.3% | -8.0% | +12.3% | +4.5% |
| 3Y | +19.0% | +47.1% | -28.1% | +4.4% |
| All | +19.0% | +43.9% | -24.9% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling