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  • APA vs EWJ✓SelectedUSD · EWJAPA vs EWJ performance historyLatest closeAs of-0.69%09/10
Stock and ETF performance explorer

APA vs EWJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-4.1%
EWJ return
+139.2%
Excess return
-143.3%
Maximum drawdown
-93.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEWJExcessAlpha
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