+22,337.6%
APH vs EWJ
+156.6%
+22,181.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.5% | -50.3% | -49.4% |
| 7D | -48.7% | +2.5% | -51.3% | -50.3% |
| 30D | -51.9% | +3.3% | -55.2% | -53.6% |
| 3M | -43.6% | +5.0% | -48.5% | -45.9% |
| 6M | -37.5% | +11.5% | -49.1% | -42.4% |
| YTD | -38.6% | +22.4% | -61.0% | -46.5% |
| 1Y | -26.3% | +30.2% | -56.5% | -38.3% |
| 3Y | +89.2% | +72.8% | +16.4% | +32.8% |
| 5Y | +119.8% | +54.1% | +65.7% | +65.9% |
| 10Y | +454.3% | +140.6% | +313.6% | +227.7% |
| All | +22,337.6% | +156.6% | +22,181.0% | +12,860.3% |
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