+160.4%
EWY vs AR
+21.2%
+139.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +6.7% | -1.2% | +7.9% | +6.5% |
| 30D | +17.0% | +5.5% | +11.4% | +17.7% |
| 3M | +3.7% | +12.9% | -9.2% | +5.0% |
| 6M | +42.5% | +0.1% | +42.4% | +44.1% |
| YTD | +96.2% | +13.5% | +82.7% | +93.8% |
| 1Y | +160.4% | +21.6% | +138.8% | +153.2% |
| All | +160.4% | +21.2% | +139.2% | +153.2% |
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