+285.6%
APH vs EWJ
+72.3%
+213.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.5% |
| 7D | +5.0% | +2.5% | +2.4% | +2.7% |
| 30D | -3.9% | +3.3% | -7.2% | -6.4% |
| 3M | +13.0% | +5.0% | +8.0% | +8.8% |
| 6M | +25.2% | +11.5% | +13.6% | +14.3% |
| YTD | +22.9% | +22.4% | +0.6% | +4.8% |
| 1Y | +47.8% | +30.2% | +17.6% | +20.1% |
| All | +285.6% | +72.3% | +213.3% | +157.0% |
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