+164.3%
EWY vs AS
-21.9%
+186.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +3.2% |
| 7D | +4.8% | -4.9% | +9.7% | +6.8% |
| 30D | +11.7% | -19.6% | +31.3% | +21.1% |
| 3M | -7.4% | -14.4% | +7.0% | -2.5% |
| 6M | +40.6% | -20.1% | +60.7% | +47.8% |
| YTD | +94.3% | -20.9% | +115.2% | +103.9% |
| 1Y | +164.3% | -21.9% | +186.1% | +173.5% |
| All | +164.3% | -21.9% | +186.2% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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