+44.3%
EWZ vs ALLY
+104.2%
-59.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +0.2% |
| 7D | -4.1% | +2.4% | -6.5% | -5.0% |
| 30D | -25.0% | +5.6% | -30.5% | -26.5% |
| 3M | -10.6% | -11.7% | +1.1% | -6.6% |
| 6M | -16.6% | -7.0% | -9.6% | -14.7% |
| YTD | +2.5% | -10.4% | +12.9% | +5.7% |
| 1Y | +8.1% | +2.4% | +5.7% | +5.7% |
| 3Y | +20.4% | +59.2% | -38.8% | -5.5% |
| 5Y | +62.7% | -5.0% | +67.7% | +49.4% |
| 10Y | +52.6% | +204.5% | -151.9% | -25.7% |
| All | +44.3% | +104.2% | -59.9% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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