+42.9%
APA vs EWJ
+67.1%
-24.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.1% |
| 7D | +5.1% | -1.9% | +6.9% | +5.5% |
| 30D | +0.3% | -5.3% | +5.6% | +1.7% |
| 3M | +15.6% | -4.3% | +20.0% | +16.6% |
| 6M | +28.9% | +0.4% | +28.5% | +27.1% |
| YTD | +96.6% | +14.7% | +81.8% | +75.1% |
| 1Y | +95.5% | +14.7% | +80.8% | +73.9% |
| All | +42.9% | +67.1% | -24.2% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling