+101.4%
APA vs EWJ
+26.9%
+74.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | +1.4% |
| 7D | +4.6% | +0.3% | +4.3% | +4.7% |
| 30D | +11.9% | +0.8% | +11.1% | +12.4% |
| 3M | +22.5% | +7.5% | +15.0% | +26.5% |
| 6M | +37.5% | +15.6% | +21.9% | +47.0% |
| YTD | +87.2% | +22.7% | +64.4% | +89.2% |
| 1Y | +101.4% | +26.4% | +75.0% | +95.5% |
| All | +101.4% | +26.9% | +74.5% | +95.5% |
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