+442.5%
ADP vs ALLY
+124.8%
+317.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -3.4% | +3.7% | -7.1% | -4.4% |
| 30D | +2.8% | -2.3% | +5.0% | +3.4% |
| 3M | +20.9% | +3.8% | +17.1% | +19.4% |
| 6M | +29.9% | +9.7% | +20.2% | +25.7% |
| YTD | +9.6% | -1.4% | +11.1% | +9.2% |
| 1Y | -5.3% | +8.2% | -13.5% | -8.4% |
| 3Y | +16.5% | +66.5% | -50.0% | -4.0% |
| 5Y | +49.4% | +1.2% | +48.2% | +37.1% |
| 10Y | +282.2% | +191.4% | +90.8% | +130.6% |
| All | +442.5% | +124.8% | +317.7% | +235.6% |
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