-56.4%
AAL vs ALLY
+124.8%
-181.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -3.7% | +3.7% | -7.4% | -6.1% |
| 30D | -20.8% | -2.3% | -18.6% | -19.6% |
| 3M | -1.3% | +3.8% | -5.1% | -3.5% |
| 6M | +5.4% | +9.7% | -4.3% | -0.8% |
| YTD | -14.4% | -1.4% | -12.9% | -13.4% |
| 1Y | +2.1% | +8.2% | -6.1% | -3.6% |
| 3Y | -10.6% | +66.5% | -77.0% | -39.8% |
| 5Y | -32.2% | +1.2% | -33.4% | -38.5% |
| 10Y | -62.7% | +191.4% | -254.1% | -84.0% |
| All | -56.4% | +124.8% | -181.3% | -79.5% |
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 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