+6.1%
APA vs EWJ
+126.4%
-120.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | +8.5% | +4.0% | +4.6% | +4.1% |
| 30D | +2.8% | -4.3% | +7.0% | +6.8% |
| 3M | +21.7% | -6.8% | +28.5% | +29.0% |
| 6M | +32.6% | -0.9% | +33.5% | +28.4% |
| YTD | +103.7% | +14.3% | +89.4% | +57.7% |
| 1Y | +101.8% | +15.3% | +86.5% | +54.0% |
| 3Y | +48.1% | +65.6% | -17.6% | -35.1% |
| 5Y | +91.9% | +47.5% | +44.4% | +1.4% |
| All | +6.1% | +126.4% | -120.2% | -60.9% |
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