+164.3%
EWY vs AR
+22.7%
+141.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.5% |
| 7D | +4.8% | +2.5% | +2.3% | +5.1% |
| 30D | +11.7% | +14.8% | -3.1% | +13.2% |
| 3M | -7.4% | +6.2% | -13.6% | -5.7% |
| 6M | +40.6% | +4.3% | +36.3% | +41.5% |
| YTD | +94.3% | +14.4% | +79.9% | +92.1% |
| 1Y | +164.3% | +21.3% | +142.9% | +157.8% |
| All | +164.3% | +22.7% | +141.6% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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