Time Series Analysis
Alpha Yield Analysis
Total Portfolio Performance
Total Countries Analyzed: 13
Total Trading Days: 200
Total Alpha USD (All Countries): $25,733,555,687
Average Daily Position USD (All Countries): $3,093
| Country | Total Alpha USD | Avg Daily Alpha USD | Alpha USD Std Dev | Avg Position USD | Position USD Std Dev | Avg Position Count |
|---|---|---|---|---|---|---|
| CN | $12,870,378,815 | $64,351,894 | $14,988,054 | $2,656,428 | $6,877,278 | 532 |
| JP | $5,767,166,480 | $28,835,832 | $8,308,680 | $-2,415,299 | $2,190,037 | 239 |
| HK | $1,740,251,259 | $8,701,256 | $5,508,617 | $7,310,860 | $6,091,163 | 107 |
| TW | $1,652,377,576 | $8,261,888 | $4,442,470 | $-495,100 | $4,893,024 | 82 |
| AU | $1,333,344,139 | $6,666,721 | $3,045,457 | $-6,774,925 | $2,098,550 | 56 |
| TH | $806,522,713 | $4,032,614 | $2,241,910 | $-1,401,130 | $4,352,479 | 25 |
| IN | $614,580,748 | $3,322,058 | $2,555,526 | $3,016,624 | $1,969,620 | 9 |
| KR | $476,268,630 | $6,436,063 | $2,837,415 | $-8,111,561 | $3,192,822 | 47 |
| NZ | $203,535,849 | $1,017,679 | $409,121 | $-1,272,022 | $376,509 | 1 |
| SG | $194,891,090 | $974,455 | $444,898 | $-422,987 | $3,022,563 | 9 |
| ID | $64,766,575 | $323,833 | $577,858 | $2,142,628 | $1,047,602 | 5 |
| PH | $8,292,921 | $46,853 | $87,524 | $39,707 | $218,872 | 1 |
| MY | $1,178,893 | $5,894 | $80,111 | $884,977 | $493,620 | 4 |
Data Source: Download CSV Data
Generated: 2025-07-11 10:00:54