+135.1%
EWJ vs APD
+2,247.1%
-2,112.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -2.4% | -0.2% | -2.1% | -2.2% |
| 30D | -7.6% | +11.0% | -18.7% | -10.9% |
| 3M | -5.9% | +1.3% | -7.2% | -6.4% |
| 6M | -1.5% | +6.4% | -7.8% | -4.0% |
| YTD | +12.6% | +28.9% | -16.4% | +2.3% |
| 1Y | +12.7% | +23.2% | -10.6% | +3.7% |
| 3Y | +63.1% | +26.3% | +36.7% | +45.1% |
| 5Y | +48.2% | +12.0% | +36.2% | +35.1% |
| 10Y | +123.1% | +183.2% | -60.0% | +40.6% |
| All | +135.1% | +2,247.1% | -2,112.1% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling