+340.1%
EWY vs ALM
+7,705.7%
-7,365.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.6% |
| 7D | +4.8% | -2.6% | +7.4% | +4.8% |
| 30D | +11.7% | +32.0% | -20.3% | +11.6% |
| 3M | -7.4% | -15.0% | +7.6% | -7.4% |
| 6M | +40.6% | -10.1% | +50.7% | +40.5% |
| YTD | +94.3% | +99.4% | -5.2% | +94.1% |
| 1Y | +164.3% | +316.4% | -152.1% | +163.7% |
| 3Y | +221.0% | +2,022.0% | -1,801.0% | +219.6% |
| 5Y | +139.1% | +941.2% | -802.1% | +138.2% |
| 10Y | +298.8% | +2,950.3% | -2,651.5% | +297.2% |
| All | +340.1% | +7,705.7% | -7,365.7% | +339.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling