+175.6%
APA vs EWJ
+50.3%
+125.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.6% |
| 7D | +0.3% | +1.0% | -0.7% | -0.4% |
| 30D | +9.3% | +1.0% | +8.3% | +8.3% |
| 3M | +23.3% | +7.2% | +16.1% | +15.9% |
| 6M | +39.5% | +13.9% | +25.6% | +22.4% |
| YTD | +87.6% | +20.8% | +66.8% | +53.8% |
| 1Y | +114.2% | +26.4% | +87.9% | +67.5% |
| 3Y | +13.6% | +71.8% | -58.2% | -38.3% |
| 5Y | +175.6% | +49.9% | +125.7% | +99.2% |
| All | +175.6% | +50.3% | +125.3% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling