-39.5%
ACN vs ALLY
+63.1%
-102.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -1.5% | +3.7% | -5.2% | -2.3% |
| 30D | +9.4% | -2.3% | +11.6% | +9.9% |
| 3M | +5.6% | +3.8% | +1.8% | +4.6% |
| 6M | -9.3% | +9.7% | -19.0% | -11.3% |
| YTD | -29.0% | -1.4% | -27.6% | -29.1% |
| 1Y | -24.7% | +8.2% | -32.9% | -26.3% |
| All | -39.5% | +63.1% | -102.6% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling