+101.8%
APA vs EWJ
+14.0%
+87.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.8% |
| 7D | +8.5% | +4.0% | +4.6% | +10.8% |
| 30D | +2.8% | -4.3% | +7.0% | +0.4% |
| 3M | +21.7% | -6.8% | +28.5% | +17.4% |
| 6M | +32.6% | -0.9% | +33.5% | +33.5% |
| YTD | +103.7% | +14.3% | +89.4% | +109.1% |
| 1Y | +101.8% | +15.3% | +86.5% | +106.5% |
| All | +101.8% | +14.0% | +87.8% | +106.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling