+49.9%
EWJ vs APD
+25.2%
+24.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +1.0% | -4.6% | +5.6% | +2.1% |
| 30D | +1.0% | -4.2% | +5.2% | +1.9% |
| 3M | +7.2% | +5.0% | +2.3% | +5.8% |
| 6M | +13.9% | +8.9% | +4.9% | +11.1% |
| YTD | +20.8% | +21.9% | -1.1% | +14.5% |
| 1Y | +26.4% | +5.6% | +20.8% | +23.9% |
| 3Y | +71.8% | +6.9% | +64.9% | +66.3% |
| 5Y | +49.9% | +25.3% | +24.5% | +29.3% |
| All | +49.9% | +25.2% | +24.6% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling