+887.9%
APP vs EWJ
+66.4%
+821.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.6% |
| 7D | +4.6% | +4.0% | +0.6% | +0.8% |
| 30D | +56.0% | -4.3% | +60.3% | +61.3% |
| 3M | +30.8% | -6.8% | +37.7% | +39.2% |
| 6M | -9.8% | -0.9% | -8.9% | -11.3% |
| YTD | -39.3% | +14.3% | -53.6% | -51.3% |
| 1Y | -26.4% | +15.3% | -41.7% | -41.7% |
| 3Y | +887.9% | +65.6% | +822.3% | +359.4% |
| All | +887.9% | +66.4% | +821.5% | +359.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling