+78.7%
APO vs EWJ
+47.4%
+31.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | +5.8% | +4.0% | +1.8% | +1.8% |
| 30D | +8.9% | -4.3% | +13.1% | +13.6% |
| 3M | -13.6% | -6.8% | -6.8% | -7.6% |
| 6M | -5.4% | -0.9% | -4.5% | -5.7% |
| YTD | -13.6% | +14.3% | -27.9% | -27.6% |
| 1Y | -2.5% | +15.3% | -17.8% | -19.1% |
| 3Y | +50.9% | +65.6% | -14.8% | -20.6% |
| All | +78.7% | +47.4% | +31.3% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling