+85.2%
APA vs EWJ
+48.7%
+36.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +2.5% |
| 7D | +5.1% | -1.9% | +6.9% | +6.1% |
| 30D | +0.3% | -5.3% | +5.6% | +3.3% |
| 3M | +15.6% | -4.3% | +20.0% | +17.7% |
| 6M | +28.9% | +0.4% | +28.5% | +25.6% |
| YTD | +96.6% | +14.7% | +81.8% | +66.2% |
| 1Y | +95.5% | +14.7% | +80.8% | +64.9% |
| 3Y | +41.8% | +66.2% | -24.4% | -21.4% |
| All | +85.2% | +48.7% | +36.4% | +25.5% |
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 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