+55.2%
EWY vs ALLY
-1.0%
+56.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | +4.2% | +0.4% | +3.8% | +4.1% |
| 30D | -10.7% | +5.2% | -15.9% | -12.4% |
| 3M | -20.1% | -13.3% | -6.8% | -15.5% |
| 6M | -24.3% | -6.7% | -17.6% | -22.1% |
| YTD | +46.9% | -12.8% | +59.7% | +52.1% |
| 1Y | +55.2% | +0.7% | +54.5% | +55.5% |
| All | +55.2% | -1.0% | +56.2% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling