+48.2%
EWJ vs APD
+12.4%
+35.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.8% |
| 3M | -5.9% | +1.3% | -7.2% | -6.2% |
| 6M | -1.5% | +6.4% | -7.8% | -3.1% |
| YTD | +12.6% | +28.9% | -16.4% | +5.2% |
| 1Y | +12.7% | +23.2% | -10.6% | +6.3% |
| 3Y | +63.1% | +26.3% | +36.7% | +50.7% |
| 5Y | +48.2% | +12.0% | +36.2% | +37.1% |
| All | +48.2% | +12.4% | +35.8% | +37.1% |
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