+160.4%
EWY vs ALLY
+4.3%
+156.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.8% |
| 7D | +6.7% | -1.9% | +8.6% | +7.4% |
| 30D | +17.0% | -4.5% | +21.4% | +18.7% |
| 3M | +3.7% | -2.8% | +6.5% | +4.6% |
| 6M | +42.5% | +10.3% | +32.2% | +39.4% |
| YTD | +96.2% | -5.7% | +101.9% | +97.1% |
| 1Y | +160.4% | +3.9% | +156.4% | +157.2% |
| All | +160.4% | +4.3% | +156.1% | +157.2% |
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