-14.8%
AA vs ALLY
-9.5%
-5.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.9% |
| 7D | +0.9% | +0.9% | 0.0% | +0.3% |
| 30D | -6.7% | +3.1% | -9.8% | -8.5% |
| 3M | -16.3% | -12.6% | -3.8% | -10.0% |
| 6M | -37.1% | -12.4% | -24.7% | -32.8% |
| YTD | -25.0% | -13.2% | -11.9% | -20.6% |
| 1Y | +8.6% | +1.8% | +6.8% | +4.3% |
| 3Y | +57.2% | +58.0% | -0.7% | +13.7% |
| All | -14.8% | -9.5% | -5.3% | -19.7% |
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