-24.7%
EWY vs ALLY
-12.1%
-12.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.7% |
| 7D | -10.4% | +0.9% | -11.3% | -10.7% |
| 30D | -25.4% | +3.1% | -28.5% | -26.3% |
| 3M | -16.5% | -12.6% | -4.0% | -11.1% |
| 6M | -24.7% | -12.4% | -12.3% | -21.4% |
| All | -24.7% | -12.1% | -12.7% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling