+6.4%
AAL vs ALLY
+0.5%
+5.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +6.6% |
| 7D | +8.3% | -0.2% | +8.5% | +8.6% |
| 30D | +11.0% | +3.4% | +7.5% | +8.1% |
| 3M | -11.2% | -11.1% | -0.1% | -2.4% |
| 6M | +6.1% | -11.5% | +17.6% | +16.8% |
| YTD | -7.6% | -12.3% | +4.7% | -0.6% |
| All | +6.4% | +0.5% | +5.9% | +3.6% |
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