+147.8%
EWY vs ALM
+247.3%
-99.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.5% | +9.8% | +4.8% |
| 7D | -0.1% | -11.8% | +11.8% | +2.6% |
| 30D | +7.3% | +7.8% | -0.5% | +4.9% |
| 3M | -5.1% | -9.3% | +4.1% | -4.6% |
| 6M | +42.1% | -30.5% | +72.5% | +44.9% |
| YTD | +94.1% | +75.8% | +18.3% | +93.1% |
| 1Y | +147.8% | +241.2% | -93.4% | +136.8% |
| All | +147.8% | +247.3% | -99.5% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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