+166.4%
EWJ vs ALLY
+124.8%
+41.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.5% | +3.7% | -1.2% | +1.7% |
| 30D | +3.3% | -2.3% | +5.5% | +3.8% |
| 3M | +5.0% | +3.8% | +1.1% | +4.0% |
| 6M | +11.5% | +9.7% | +1.8% | +8.9% |
| YTD | +22.4% | -1.4% | +23.8% | +22.2% |
| 1Y | +30.2% | +8.2% | +22.0% | +27.0% |
| 3Y | +72.8% | +66.5% | +6.3% | +49.8% |
| 5Y | +54.1% | +1.2% | +52.9% | +44.8% |
| 10Y | +140.6% | +191.4% | -50.8% | +66.5% |
| All | +166.4% | +124.8% | +41.6% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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