+22.2%
A vs ALLY
+4.2%
+18.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | -0.2% |
| 7D | -2.4% | +2.4% | -4.8% | -3.1% |
| 30D | +3.6% | +5.6% | -2.0% | +1.8% |
| 3M | +27.5% | -11.7% | +39.2% | +32.8% |
| 6M | +58.5% | -7.0% | +65.5% | +61.5% |
| YTD | +31.2% | -10.4% | +41.6% | +35.6% |
| 1Y | +22.2% | +2.4% | +19.8% | +18.7% |
| All | +22.2% | +4.2% | +18.0% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling