+49.9%
ADP vs ALLY
-8.7%
+58.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +0.9% | -2.8% | +3.7% | +1.5% |
| 30D | +11.9% | +1.9% | +10.0% | +11.4% |
| 3M | +13.7% | -12.1% | +25.9% | +16.6% |
| 6M | +46.8% | -9.0% | +55.8% | +49.0% |
| YTD | +21.8% | -12.9% | +34.7% | +24.4% |
| 1Y | +23.5% | -0.1% | +23.6% | +22.5% |
| 3Y | +44.1% | +64.6% | -20.5% | +23.9% |
| 5Y | +49.9% | -10.1% | +59.9% | +47.4% |
| All | +49.9% | -8.7% | +58.6% | +47.4% |
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 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