+43,425.8%
APH vs EWJ
+130.5%
+43,295.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -5.9% | -5.0% | -0.9% | -2.7% |
| 30D | -14.8% | -10.2% | -4.6% | -8.5% |
| 3M | -12.4% | -7.2% | -5.2% | -7.8% |
| 6M | +8.1% | -3.2% | +11.3% | +11.1% |
| YTD | +10.9% | +9.9% | +1.0% | +5.5% |
| 1Y | +8.8% | +11.0% | -2.2% | +2.8% |
| 3Y | +262.1% | +57.3% | +204.7% | +174.8% |
| 5Y | +283.1% | +41.3% | +241.9% | +211.5% |
| 10Y | +908.1% | +117.5% | +790.6% | +547.6% |
| All | +43,425.8% | +130.5% | +43,295.3% | +27,312.2% |
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