+141.2%
ADI vs ALLY
+1.6%
+139.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +0.4% | +3.7% | -3.2% | -1.1% |
| 30D | -3.8% | -2.3% | -1.5% | -2.9% |
| 3M | -15.3% | +3.8% | -19.1% | -16.7% |
| 6M | +6.7% | +9.7% | -3.0% | +2.0% |
| YTD | +34.8% | -1.4% | +36.2% | +34.3% |
| 1Y | +49.0% | +8.2% | +40.8% | +42.3% |
| 3Y | +108.1% | +66.5% | +41.6% | +64.2% |
| All | +141.2% | +1.6% | +139.6% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling