-55.4%
APP vs EWJ
+18.0%
-73.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.4% | +9.3% | +9.7% |
| 7D | +4.5% | -1.2% | +5.7% | +5.6% |
| 30D | -3.6% | -5.5% | +1.9% | +0.4% |
| 3M | -35.3% | -0.8% | -34.5% | -34.9% |
| 6M | -42.8% | +7.1% | -49.9% | -46.0% |
| YTD | -59.7% | +16.9% | -76.6% | -65.7% |
| 1Y | -55.4% | +18.2% | -73.5% | -62.7% |
| All | -55.4% | +18.0% | -73.3% | -62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling