+134.8%
EWY vs ALLY
+54.4%
+80.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.6% |
| 7D | -10.4% | +0.9% | -11.3% | -10.7% |
| 30D | -25.4% | +3.1% | -28.5% | -26.1% |
| 3M | -16.5% | -12.6% | -4.0% | -13.3% |
| 6M | -24.7% | -12.4% | -12.3% | -21.9% |
| YTD | +40.9% | -13.2% | +54.1% | +45.9% |
| 1Y | +49.8% | +1.8% | +48.0% | +48.5% |
| 3Y | +134.8% | +58.0% | +76.8% | +102.6% |
| All | +134.8% | +54.4% | +80.5% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling