+546.1%
APA vs EWJ
+138.9%
+407.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.4% |
| 7D | +9.6% | +3.6% | +6.0% | +7.1% |
| 30D | -0.2% | -6.0% | +5.8% | +3.4% |
| 3M | +19.8% | -6.5% | +26.3% | +24.0% |
| 6M | +30.1% | -0.1% | +30.2% | +27.5% |
| YTD | +100.4% | +13.9% | +86.5% | +76.5% |
| 1Y | +105.2% | +13.1% | +92.1% | +81.3% |
| 3Y | +44.6% | +65.0% | -20.4% | -0.8% |
| 5Y | +88.8% | +47.0% | +41.8% | +41.3% |
| 10Y | +6.6% | +125.5% | -118.9% | -32.8% |
| All | +546.1% | +138.9% | +407.3% | +222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling