+49.6%
ADP vs ALLY
+57.0%
-7.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | +7.4% | -1.1% | +8.5% | +7.5% |
| 30D | +17.1% | +4.2% | +12.9% | +16.3% |
| 3M | +14.4% | -12.4% | +26.9% | +16.6% |
| 6M | +47.9% | -8.7% | +56.6% | +49.4% |
| YTD | +22.1% | -11.6% | +33.7% | +23.7% |
| 1Y | +21.8% | +0.2% | +21.6% | +21.0% |
| All | +49.6% | +57.0% | -7.4% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling