+54.2%
EWZ vs APO
+81.1%
-26.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +1.0% |
| 7D | +0.8% | +5.8% | -5.0% | -0.5% |
| 30D | -24.4% | +8.9% | -33.3% | -26.0% |
| 3M | -4.6% | -13.6% | +9.1% | -1.7% |
| 6M | -11.6% | -5.4% | -6.2% | -11.1% |
| YTD | +2.4% | -13.6% | +16.0% | +4.6% |
| 1Y | +2.1% | -2.5% | +4.6% | +0.9% |
| 3Y | +18.7% | +50.9% | -32.1% | -0.7% |
| All | +54.2% | +81.1% | -26.9% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling