+90.8%
AA vs ALLY
+124.8%
-34.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | -0.7% | +3.7% | -4.4% | -3.1% |
| 30D | +5.0% | -2.3% | +7.2% | +6.4% |
| 3M | -35.8% | +3.8% | -39.7% | -37.7% |
| 6M | -18.4% | +9.7% | -28.1% | -25.2% |
| YTD | -5.5% | -1.4% | -4.1% | -7.3% |
| 1Y | +61.0% | +8.2% | +52.7% | +47.5% |
| 3Y | +66.2% | +66.5% | -0.3% | +11.0% |
| 5Y | +11.4% | +1.2% | +10.2% | -0.9% |
| 10Y | +116.9% | +191.4% | -74.6% | -7.8% |
| All | +90.8% | +124.8% | -34.0% | -14.4% |
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