+504.1%
ADP vs ALLY
+101.5%
+402.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | +7.4% | -1.1% | +8.5% | +7.6% |
| 30D | +17.1% | +4.2% | +12.9% | +15.7% |
| 3M | +14.4% | -12.4% | +26.9% | +18.4% |
| 6M | +47.9% | -8.7% | +56.6% | +50.7% |
| YTD | +22.1% | -11.6% | +33.7% | +25.1% |
| 1Y | +21.8% | +0.2% | +21.6% | +20.4% |
| 3Y | +50.5% | +57.1% | -6.6% | +26.1% |
| 5Y | +49.6% | -6.8% | +56.4% | +40.7% |
| 10Y | +329.3% | +200.4% | +128.9% | +158.2% |
| All | +504.1% | +101.5% | +402.6% | +284.5% |
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