+63.1%
EWJ vs APD
+27.2%
+35.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -2.4% | -0.2% | -2.1% | -2.3% |
| 30D | -7.6% | +11.0% | -18.7% | -9.2% |
| 3M | -5.9% | +1.3% | -7.2% | -6.1% |
| 6M | -1.5% | +6.4% | -7.8% | -2.6% |
| YTD | +12.6% | +28.9% | -16.4% | +7.4% |
| 1Y | +12.7% | +23.2% | -10.6% | +8.2% |
| 3Y | +63.1% | +26.3% | +36.7% | +57.8% |
| All | +63.1% | +27.2% | +35.9% | +57.8% |
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