+26.0%
AG vs ALLY
-1.7%
+27.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.6% | -4.5% |
| 7D | +6.0% | -0.7% | +6.6% | +6.6% |
| 30D | -13.5% | +1.1% | -14.7% | -13.8% |
| 3M | -20.7% | -13.2% | -7.5% | -14.6% |
| 6M | -31.5% | -13.5% | -18.1% | -26.6% |
| YTD | -10.1% | -14.3% | +4.1% | +0.4% |
| 1Y | +26.0% | -1.1% | +27.2% | +22.5% |
| All | +26.0% | -1.7% | +27.7% | +22.5% |
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 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