-4.1%
APA vs EWJ
+139.2%
-143.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | +0.8% | -1.5% | +2.3% | +2.4% |
| 30D | +9.6% | +0.2% | +9.5% | +8.9% |
| 3M | +18.0% | +8.6% | +9.4% | +4.9% |
| 6M | +41.9% | +12.1% | +29.7% | +17.2% |
| YTD | +86.3% | +20.1% | +66.2% | +38.7% |
| 1Y | +97.9% | +25.2% | +72.7% | +38.8% |
| 3Y | +12.8% | +70.8% | -58.0% | -51.2% |
| 5Y | +177.2% | +49.2% | +128.0% | +50.7% |
| All | -4.1% | +139.2% | -143.3% | -68.2% |
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