+544.0%
ACGL vs ALLY
+101.5%
+442.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | +6.4% | -1.1% | +7.5% | +6.7% |
| 30D | +16.6% | +4.2% | +12.4% | +15.1% |
| 3M | +11.6% | -12.4% | +24.0% | +15.9% |
| 6M | +17.5% | -8.7% | +26.1% | +19.9% |
| YTD | +15.3% | -11.6% | +26.9% | +18.3% |
| 1Y | +26.3% | +0.2% | +26.1% | +24.4% |
| 3Y | +35.9% | +57.1% | -21.2% | +10.4% |
| 5Y | +168.2% | -6.8% | +175.0% | +149.4% |
| 10Y | +352.0% | +200.4% | +151.6% | +163.7% |
| All | +544.0% | +101.5% | +442.5% | +291.0% |
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