+125.9%
EWJ vs APD
+191.9%
-66.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.0% | +3.8% | +0.1% | +2.8% |
| 30D | -4.3% | +8.2% | -12.5% | -6.5% |
| 3M | -6.8% | +4.3% | -11.1% | -8.1% |
| 6M | -0.9% | +4.7% | -5.6% | -2.6% |
| YTD | +14.3% | +31.5% | -17.3% | +4.2% |
| 1Y | +15.3% | +23.5% | -8.2% | +7.0% |
| 3Y | +65.6% | +29.1% | +36.5% | +48.1% |
| 5Y | +47.5% | +15.9% | +31.6% | +34.1% |
| All | +125.9% | +191.9% | -66.0% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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