+506.6%
APP vs EWJ
+46.8%
+459.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.0% |
| 7D | +61.1% | -2.4% | +63.5% | +62.6% |
| 30D | +42.8% | -7.6% | +50.4% | +56.3% |
| 3M | +16.7% | -5.9% | +22.6% | +23.6% |
| 6M | -15.6% | -1.5% | -14.1% | -17.4% |
| YTD | -41.3% | +12.6% | -53.9% | -54.4% |
| 1Y | -39.3% | +12.7% | -51.9% | -52.8% |
| 3Y | +803.2% | +63.1% | +740.1% | +268.5% |
| 5Y | +313.2% | +48.2% | +264.9% | +92.6% |
| All | +506.6% | +46.8% | +459.8% | +173.9% |
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