+47.1%
AA vs ALLY
+101.5%
-54.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -4.4% |
| 7D | -3.7% | -1.1% | -2.5% | -3.0% |
| 30D | -10.8% | +4.2% | -14.9% | -13.3% |
| 3M | -19.1% | -12.4% | -6.7% | -12.1% |
| 6M | -38.7% | -8.7% | -30.0% | -35.8% |
| YTD | -27.1% | -11.6% | -15.5% | -23.4% |
| 1Y | +8.3% | +0.2% | +8.2% | +4.7% |
| 3Y | +49.6% | +57.1% | -7.5% | +3.5% |
| 5Y | -15.5% | -6.8% | -8.6% | -21.1% |
| 10Y | +60.9% | +200.4% | -139.5% | -32.3% |
| All | +47.1% | +101.5% | -54.4% | -29.3% |
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