+143.8%
EWY vs AS
+123.4%
+20.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +4.2% | -4.9% | +9.1% | +5.4% |
| 30D | -10.7% | +3.9% | -14.6% | -11.6% |
| 3M | -20.1% | -9.6% | -10.5% | -18.5% |
| 6M | -24.3% | -8.7% | -15.6% | -23.0% |
| YTD | +46.9% | -19.8% | +66.7% | +52.7% |
| 1Y | +55.2% | -1.5% | +56.7% | +55.1% |
| All | +143.8% | +123.4% | +20.4% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling