+301.5%
ACN vs ALLY
+95.5%
+206.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.3% |
| 7D | +1.6% | -0.7% | +2.2% | +1.7% |
| 30D | +24.6% | +1.1% | +23.5% | +24.2% |
| 3M | +46.2% | -13.2% | +59.4% | +52.3% |
| 6M | +46.2% | -13.5% | +59.6% | +52.0% |
| YTD | -0.9% | -14.3% | +13.4% | +3.0% |
| 1Y | +8.8% | -1.1% | +9.9% | +8.2% |
| 3Y | -14.3% | +62.0% | -76.3% | -29.0% |
| 5Y | -22.6% | -9.6% | -13.0% | -26.2% |
| 10Y | +153.7% | +176.0% | -22.2% | +58.2% |
| All | +301.5% | +95.5% | +206.0% | +167.1% |
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