+149.7%
EWJ vs ALLY
+98.6%
+51.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | -1.9% | -2.8% | +0.9% | -1.2% |
| 30D | -5.3% | +1.9% | -7.2% | -5.8% |
| 3M | -4.3% | -12.1% | +7.8% | -1.6% |
| 6M | +0.4% | -9.0% | +9.4% | +2.3% |
| YTD | +14.7% | -12.9% | +27.6% | +17.7% |
| 1Y | +14.7% | -0.1% | +14.8% | +14.0% |
| 3Y | +66.2% | +64.6% | +1.6% | +44.6% |
| 5Y | +50.2% | -10.1% | +60.3% | +45.1% |
| 10Y | +127.1% | +176.7% | -49.6% | +58.8% |
| All | +149.7% | +98.6% | +51.1% | +86.6% |
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