+49.2%
EWJ vs APTV
-69.7%
+118.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.2% | -1.1% |
| 7D | -1.5% | -1.8% | +0.3% | -1.2% |
| 30D | +0.2% | -7.9% | +8.1% | +1.8% |
| 3M | +8.6% | -29.9% | +38.5% | +16.1% |
| 6M | +12.1% | -36.6% | +48.7% | +21.7% |
| YTD | +20.1% | -40.0% | +60.0% | +31.4% |
| 1Y | +25.2% | -44.0% | +69.2% | +38.9% |
| 3Y | +70.8% | -54.5% | +125.3% | +92.9% |
| 5Y | +49.2% | -68.8% | +118.0% | +78.2% |
| All | +49.2% | -69.7% | +118.8% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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