+378.5%
APP vs EWJ
+59.1%
+319.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.2% |
| 7D | +0.1% | +2.9% | -2.8% | -4.0% |
| 30D | -10.0% | +1.1% | -11.1% | -11.7% |
| 3M | -44.6% | +7.1% | -51.8% | -50.3% |
| 6M | -37.9% | +16.2% | -54.1% | -51.9% |
| YTD | -53.7% | +22.0% | -75.7% | -67.1% |
| 1Y | -43.0% | +26.2% | -69.2% | -62.1% |
| 3Y | +640.8% | +73.5% | +567.3% | +184.9% |
| 5Y | +358.8% | +52.7% | +306.1% | +106.2% |
| All | +378.5% | +59.1% | +319.5% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling