-45.3%
APP vs EWJ
+26.8%
-72.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.6% |
| 7D | -4.4% | +1.0% | -5.4% | -5.0% |
| 30D | -10.0% | +1.0% | -11.0% | -10.6% |
| 3M | -41.4% | +7.2% | -48.7% | -43.7% |
| 6M | -41.0% | +13.9% | -54.9% | -46.2% |
| YTD | -54.7% | +20.8% | -75.5% | -59.2% |
| 1Y | -45.3% | +26.4% | -71.7% | -47.7% |
| All | -45.3% | +26.8% | -72.1% | -47.7% |
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