+503.8%
APP vs EWJ
+48.5%
+455.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -1.8% |
| 7D | +10.6% | +3.6% | +6.9% | +5.6% |
| 30D | +44.6% | -6.0% | +50.6% | +54.7% |
| 3M | +29.6% | -6.5% | +36.1% | +39.0% |
| 6M | -19.8% | -0.1% | -19.7% | -22.9% |
| YTD | -41.6% | +13.9% | -55.5% | -55.3% |
| 1Y | -32.7% | +13.1% | -45.8% | -47.8% |
| 3Y | +799.0% | +65.0% | +734.0% | +261.3% |
| 5Y | +250.4% | +47.0% | +203.4% | +64.3% |
| All | +503.8% | +48.5% | +455.3% | +168.5% |
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 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