+1,278.0%
AAPL vs EWJ
+144.4%
+1,133.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | -0.1% |
| 7D | +3.8% | +0.3% | +3.6% | +3.6% |
| 30D | +9.9% | +0.8% | +9.1% | +9.0% |
| 3M | +12.5% | +7.5% | +5.0% | +5.0% |
| 6M | +27.6% | +15.6% | +12.0% | +11.2% |
| YTD | +22.6% | +22.7% | -0.2% | +0.4% |
| 1Y | +45.0% | +26.4% | +18.6% | +15.3% |
| 3Y | +87.8% | +72.5% | +15.2% | +8.5% |
| 5Y | +128.7% | +52.4% | +76.2% | +48.6% |
| All | +1,278.0% | +144.4% | +1,133.6% | +512.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling