+17.2%
APA vs EWJ
+70.3%
-53.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.3% |
| 7D | +0.3% | +1.0% | -0.7% | 0.0% |
| 30D | +9.3% | +1.0% | +8.3% | +8.8% |
| 3M | +23.3% | +7.2% | +16.1% | +19.3% |
| 6M | +39.5% | +13.9% | +25.6% | +29.5% |
| YTD | +87.6% | +20.8% | +66.8% | +65.1% |
| 1Y | +114.2% | +26.4% | +87.9% | +81.7% |
| All | +17.2% | +70.3% | -53.1% | -20.6% |
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