-18.0%
AA vs ALLY
-10.9%
-7.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +5.3% | -2.1% | +7.4% | +6.7% |
| 30D | -2.3% | +2.0% | -4.3% | -3.5% |
| 3M | -20.8% | -13.3% | -7.5% | -14.3% |
| 6M | -39.8% | -9.9% | -30.0% | -36.7% |
| YTD | -23.3% | -13.5% | -9.7% | -18.5% |
| 1Y | +1.8% | -2.8% | +4.6% | +0.8% |
| 3Y | +69.5% | +63.4% | +6.1% | +20.6% |
| 5Y | -18.0% | -10.9% | -7.1% | -21.5% |
| All | -18.0% | -10.9% | -7.1% | -21.5% |
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