+230.2%
EWY vs ALM
+2,327.9%
-2,097.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.8% | -8.3% | -0.4% |
| 7D | +8.0% | +8.4% | -0.4% | +7.1% |
| 30D | +14.3% | +34.8% | -20.5% | +10.8% |
| 3M | +2.3% | +16.2% | -13.9% | +0.1% |
| 6M | +49.9% | +2.1% | +47.7% | +47.6% |
| YTD | +95.3% | +117.0% | -21.7% | +89.1% |
| 1Y | +161.7% | +313.9% | -152.1% | +149.5% |
| 3Y | +230.2% | +2,327.9% | -2,097.8% | +195.8% |
| All | +230.2% | +2,327.9% | -2,097.8% | +195.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling