+187.7%
ACN vs ALLY
+124.8%
+62.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -1.5% | +3.7% | -5.2% | -2.6% |
| 30D | +9.4% | -2.3% | +11.6% | +10.1% |
| 3M | +5.6% | +3.8% | +1.8% | +4.2% |
| 6M | -9.3% | +9.7% | -19.0% | -12.2% |
| YTD | -29.0% | -1.4% | -27.6% | -29.1% |
| 1Y | -24.7% | +8.2% | -32.9% | -27.1% |
| 3Y | -39.8% | +66.5% | -106.3% | -50.6% |
| 5Y | -40.9% | +1.2% | -42.1% | -45.7% |
| 10Y | +91.1% | +191.4% | -100.3% | +17.0% |
| All | +187.7% | +124.8% | +62.8% | +83.8% |
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