+302.6%
EWY vs ALLY
+124.8%
+177.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +4.8% | +3.7% | +1.1% | +3.7% |
| 30D | +11.7% | -2.3% | +13.9% | +12.4% |
| 3M | -7.4% | +3.8% | -11.2% | -8.4% |
| 6M | +40.6% | +9.7% | +30.9% | +36.6% |
| YTD | +94.3% | -1.4% | +95.7% | +94.3% |
| 1Y | +164.3% | +8.2% | +156.0% | +156.1% |
| 3Y | +221.0% | +66.5% | +154.5% | +165.4% |
| 5Y | +139.1% | +1.2% | +137.9% | +121.8% |
| 10Y | +298.8% | +191.4% | +107.4% | +148.7% |
| All | +302.6% | +124.8% | +177.7% | +157.0% |
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