+12.5%
A vs ALLY
-9.5%
+22.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.3% |
| 7D | -0.1% | +0.9% | -1.0% | -0.4% |
| 30D | +3.4% | +3.1% | +0.3% | +2.3% |
| 3M | +23.8% | -12.6% | +36.4% | +28.9% |
| 6M | +49.0% | -12.4% | +61.4% | +54.6% |
| YTD | +29.4% | -13.2% | +42.5% | +34.2% |
| 1Y | +19.4% | +1.8% | +17.6% | +17.7% |
| 3Y | +66.2% | +58.0% | +8.2% | +39.6% |
| All | +12.5% | -9.5% | +22.0% | +8.6% |
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