+161,775.8%
AAPL vs EWJ
+155.8%
+161,619.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | -2.7% | +2.9% | -5.6% | -4.4% |
| 30D | +1.0% | +1.1% | -0.1% | +0.2% |
| 3M | +5.0% | +7.1% | -2.2% | 0.0% |
| 6M | +23.0% | +16.2% | +6.9% | +11.1% |
| YTD | +16.6% | +22.0% | -5.4% | +1.8% |
| 1Y | +33.4% | +26.2% | +7.2% | +13.8% |
| 3Y | +79.9% | +73.5% | +6.4% | +25.0% |
| 5Y | +109.0% | +52.7% | +56.3% | +57.7% |
| 10Y | +1,210.4% | +138.5% | +1,071.9% | +670.8% |
| All | +161,775.8% | +155.8% | +161,619.9% | +82,815.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling