+870.6%
ADI vs ALLY
+124.8%
+745.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +0.4% | +3.7% | -3.2% | -1.0% |
| 30D | -3.8% | -2.3% | -1.5% | -3.0% |
| 3M | -15.3% | +3.8% | -19.1% | -16.6% |
| 6M | +6.7% | +9.7% | -3.0% | +2.3% |
| YTD | +34.8% | -1.4% | +36.2% | +34.4% |
| 1Y | +49.0% | +8.2% | +40.8% | +42.7% |
| 3Y | +108.1% | +66.5% | +41.6% | +64.8% |
| 5Y | +142.4% | +1.2% | +141.2% | +123.5% |
| 10Y | +589.9% | +191.4% | +398.5% | +288.5% |
| All | +870.6% | +124.8% | +745.7% | +486.1% |
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