+155.6%
EWJ vs APD
+2,164.6%
-2,009.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +2.5% | -2.2% | +4.7% | +3.3% |
| 30D | +3.3% | +2.1% | +1.2% | +2.5% |
| 3M | +5.0% | +7.2% | -2.2% | +2.1% |
| 6M | +11.5% | +11.2% | +0.3% | +6.9% |
| YTD | +22.4% | +24.4% | -2.0% | +12.6% |
| 1Y | +30.2% | +6.7% | +23.5% | +25.7% |
| 3Y | +72.8% | +9.2% | +63.6% | +61.2% |
| 5Y | +54.1% | +27.4% | +26.8% | +34.0% |
| 10Y | +140.6% | +164.8% | -24.2% | +55.2% |
| All | +155.6% | +2,164.6% | -2,009.0% | -14.7% |
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 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