+137.9%
EWJ vs APD
+2,292.4%
-2,154.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +3.6% | +2.2% | +1.5% | +2.9% |
| 30D | -6.0% | +9.4% | -15.4% | -8.8% |
| 3M | -6.5% | +4.7% | -11.1% | -8.0% |
| 6M | -0.1% | +5.5% | -5.6% | -2.4% |
| YTD | +13.9% | +31.4% | -17.5% | +2.8% |
| 1Y | +13.1% | +24.1% | -11.0% | +3.9% |
| 3Y | +65.0% | +28.8% | +36.2% | +45.9% |
| 5Y | +47.0% | +15.8% | +31.2% | +32.5% |
| 10Y | +125.5% | +191.6% | -66.1% | +40.6% |
| All | +137.9% | +2,292.4% | -2,154.5% | -22.1% |
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 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