+58.0%
EWJ vs AS
+120.4%
-62.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.1% |
| 7D | +2.5% | -4.9% | +7.4% | +3.2% |
| 30D | +3.3% | -19.6% | +22.9% | +6.5% |
| 3M | +5.0% | -14.4% | +19.4% | +7.1% |
| 6M | +11.5% | -20.1% | +31.7% | +14.5% |
| YTD | +22.4% | -20.9% | +43.3% | +25.6% |
| 1Y | +30.2% | -21.9% | +52.1% | +33.5% |
| All | +58.0% | +120.4% | -62.4% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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