+40.6%
ADM vs ALLY
+9.5%
+31.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +3.8% | +3.7% | +0.1% | +4.1% |
| 30D | +9.8% | -2.3% | +12.0% | +9.6% |
| 3M | +2.1% | +3.8% | -1.7% | +2.6% |
| 6M | +27.5% | +9.7% | +17.8% | +28.0% |
| YTD | +50.2% | -1.4% | +51.6% | +51.9% |
| 1Y | +40.6% | +8.2% | +32.4% | +39.8% |
| All | +40.6% | +9.5% | +31.1% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling