+874.1%
ADI vs ALLY
+98.1%
+776.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.4% |
| 7D | -12.8% | +0.9% | -13.8% | -13.2% |
| 30D | -11.3% | +3.1% | -14.4% | -12.5% |
| 3M | -3.4% | -12.6% | +9.2% | +1.6% |
| 6M | -12.0% | -12.4% | +0.4% | -8.0% |
| YTD | +35.3% | -13.2% | +48.4% | +41.4% |
| 1Y | +58.1% | +1.8% | +56.2% | +55.0% |
| 3Y | +127.4% | +58.0% | +69.4% | +84.2% |
| 5Y | +114.6% | -8.4% | +123.0% | +105.9% |
| 10Y | +589.3% | +195.3% | +394.1% | +286.7% |
| All | +874.1% | +98.1% | +776.0% | +516.9% |
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 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