-3.7%
EWZ vs APO
+1,753.5%
-1,757.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +6.5% | -1.0% | +7.5% | +6.8% |
| 30D | +4.8% | +3.5% | +1.4% | +3.3% |
| 3M | +9.9% | +4.5% | +5.4% | +7.4% |
| 6M | +1.9% | +22.8% | -20.8% | -6.3% |
| YTD | +20.3% | -6.5% | +26.8% | +20.7% |
| 1Y | +35.6% | +0.8% | +34.8% | +31.6% |
| 3Y | +43.4% | +62.0% | -18.5% | +10.8% |
| 5Y | +55.9% | +138.2% | -82.3% | -1.5% |
| 10Y | +84.2% | +940.3% | -856.1% | -35.4% |
| All | -3.7% | +1,753.5% | -1,757.2% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling