+1,659.1%
APO vs EWJ
+192.4%
+1,466.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | +5.8% | +4.0% | +1.8% | +2.0% |
| 30D | +8.9% | -4.3% | +13.1% | +13.4% |
| 3M | -13.6% | -6.8% | -6.8% | -7.9% |
| 6M | -5.4% | -0.9% | -4.5% | -5.6% |
| YTD | -13.6% | +14.3% | -27.9% | -25.8% |
| 1Y | -2.5% | +15.3% | -17.8% | -17.0% |
| 3Y | +50.9% | +65.6% | -14.8% | -9.8% |
| 5Y | +81.4% | +47.5% | +33.9% | +22.1% |
| 10Y | +843.9% | +126.2% | +717.7% | +356.1% |
| All | +1,659.1% | +192.4% | +1,466.7% | +605.6% |
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