+253.9%
EWJ vs APTV
+180.9%
+73.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.7% |
| 7D | +2.9% | +2.0% | +0.9% | +2.4% |
| 30D | +1.1% | -7.7% | +8.8% | +2.9% |
| 3M | +7.1% | -34.0% | +41.1% | +17.0% |
| 6M | +16.2% | -37.1% | +53.3% | +27.3% |
| YTD | +22.0% | -39.9% | +61.9% | +34.7% |
| 1Y | +26.2% | -44.4% | +70.6% | +41.7% |
| 3Y | +73.5% | -54.5% | +127.9% | +98.1% |
| 5Y | +52.7% | -69.1% | +121.8% | +85.4% |
| 10Y | +138.5% | -20.0% | +158.5% | +106.8% |
| All | +253.9% | +180.9% | +73.0% | +100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling