+476.9%
APA vs EWJ
+156.6%
+320.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +0.5% | +2.5% | -2.0% | -1.1% |
| 30D | +23.4% | +3.3% | +20.1% | +20.6% |
| 3M | +12.7% | +5.0% | +7.7% | +7.9% |
| 6M | +39.4% | +11.5% | +27.9% | +26.0% |
| YTD | +79.0% | +22.4% | +56.6% | +51.5% |
| 1Y | +88.8% | +30.2% | +58.6% | +53.3% |
| 3Y | +6.4% | +72.8% | -66.5% | -28.7% |
| 5Y | +153.0% | +54.1% | +98.8% | +85.3% |
| 10Y | +7.5% | +140.6% | -133.1% | -34.5% |
| All | +476.9% | +156.6% | +320.3% | +176.6% |
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 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