+11.5%
A vs ALLY
-10.9%
+22.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | +0.7% | -2.1% | +2.9% | +1.4% |
| 30D | +0.8% | +2.0% | -1.2% | +0.1% |
| 3M | +16.9% | -13.3% | +30.2% | +22.0% |
| 6M | +53.8% | -9.9% | +63.6% | +58.1% |
| YTD | +28.1% | -13.5% | +41.6% | +33.1% |
| 1Y | +15.0% | -2.8% | +17.8% | +15.1% |
| 3Y | +63.1% | +63.4% | -0.3% | +35.6% |
| 5Y | +11.5% | -10.9% | +22.3% | +8.1% |
| All | +11.5% | -10.9% | +22.4% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling