-56.3%
AAL vs ALLY
+98.1%
-154.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +3.1% |
| 7D | +4.6% | +0.9% | +3.7% | +4.1% |
| 30D | +2.6% | +3.1% | -0.5% | +0.6% |
| 3M | -17.8% | -12.6% | -5.2% | -9.9% |
| 6M | +1.9% | -12.4% | +14.3% | +11.8% |
| YTD | -14.0% | -13.2% | -0.9% | -5.2% |
| 1Y | +0.2% | +1.8% | -1.6% | -1.0% |
| 3Y | +13.0% | +58.0% | -44.9% | -20.7% |
| 5Y | -39.6% | -8.4% | -31.2% | -40.9% |
| 10Y | -65.7% | +195.3% | -260.9% | -84.9% |
| All | -56.3% | +98.1% | -154.3% | -77.5% |
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