+14.3%
A vs ALLY
-10.0%
+24.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -0.5% | +0.4% | -0.8% | -0.6% |
| 30D | 0.0% | +5.2% | -5.3% | -1.7% |
| 3M | +16.7% | -13.3% | +30.0% | +21.8% |
| 6M | +54.8% | -6.7% | +61.5% | +57.4% |
| YTD | +28.8% | -12.8% | +41.6% | +33.5% |
| 1Y | +19.3% | +0.7% | +18.6% | +18.0% |
| 3Y | +65.5% | +65.2% | +0.3% | +37.2% |
| All | +14.3% | -10.0% | +24.3% | +10.0% |
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