+375.7%
A vs ALLY
+95.5%
+280.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -0.6% |
| 7D | +1.4% | -0.7% | +2.0% | +1.6% |
| 30D | +4.3% | +1.1% | +3.2% | +3.9% |
| 3M | +19.8% | -13.2% | +33.0% | +24.6% |
| 6M | +54.4% | -13.5% | +67.8% | +60.4% |
| YTD | +31.7% | -14.3% | +46.0% | +36.9% |
| 1Y | +22.4% | -1.1% | +23.6% | +21.9% |
| 3Y | +67.7% | +62.0% | +5.7% | +41.4% |
| 5Y | +15.7% | -9.6% | +25.4% | +11.2% |
| 10Y | +308.7% | +176.0% | +132.7% | +155.7% |
| All | +375.7% | +95.5% | +280.2% | +227.2% |
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