+1.8%
AA vs ALLY
-0.9%
+2.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +5.3% | -2.1% | +7.4% | +5.9% |
| 30D | -2.3% | +2.0% | -4.3% | -2.7% |
| 3M | -20.8% | -13.3% | -7.5% | -18.0% |
| 6M | -39.8% | -9.9% | -30.0% | -38.2% |
| YTD | -23.3% | -13.5% | -9.7% | -14.7% |
| 1Y | +1.8% | -2.8% | +4.6% | -0.8% |
| All | +1.8% | -0.9% | +2.8% | -0.8% |
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