+124.8%
AAPL vs EWJ
+47.6%
+77.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.1% | +4.0% |
| 7D | -0.5% | -1.5% | +1.0% | +0.5% |
| 30D | +7.1% | +0.2% | +6.9% | +6.8% |
| 3M | +12.1% | +8.6% | +3.5% | +4.9% |
| 6M | +25.4% | +12.1% | +13.3% | +14.1% |
| YTD | +20.5% | +20.1% | +0.4% | +3.1% |
| 1Y | +44.5% | +25.2% | +19.4% | +19.3% |
| 3Y | +85.8% | +70.8% | +15.0% | +13.6% |
| 5Y | +124.8% | +49.2% | +75.6% | +51.0% |
| All | +124.8% | +47.6% | +77.2% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling