+192.0%
EWY vs ALLY
+98.1%
+94.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.2% |
| 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% | +46.2% |
| 1Y | +49.8% | +1.8% | +48.0% | +48.0% |
| 3Y | +134.8% | +58.0% | +76.8% | +97.5% |
| 5Y | +91.4% | -8.4% | +99.9% | +83.2% |
| 10Y | +204.3% | +195.3% | +9.0% | +89.7% |
| All | +192.0% | +98.1% | +94.0% | +93.4% |
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 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