+73.5%
EWJ vs APD
+10.0%
+63.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +2.9% | -2.5% | +5.4% | +3.3% |
| 30D | +1.1% | -1.9% | +3.0% | +1.4% |
| 3M | +7.1% | +8.2% | -1.1% | +5.6% |
| 6M | +16.2% | +10.7% | +5.4% | +13.9% |
| YTD | +22.0% | +22.9% | -0.9% | +17.3% |
| 1Y | +26.2% | +5.8% | +20.4% | +24.6% |
| 3Y | +73.5% | +7.8% | +65.7% | +70.7% |
| All | +73.5% | +10.0% | +63.5% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling