+229.4%
AG vs ALLY
+54.4%
+175.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.4% |
| 7D | +6.3% | +0.9% | +5.4% | +6.1% |
| 30D | -8.9% | +3.1% | -12.0% | -9.7% |
| 3M | -12.2% | -12.6% | +0.4% | -8.4% |
| 6M | -28.3% | -12.4% | -15.9% | -25.3% |
| YTD | -8.8% | -13.2% | +4.3% | -5.0% |
| 1Y | +39.4% | +1.8% | +37.5% | +39.1% |
| 3Y | +229.4% | +58.0% | +171.5% | +143.7% |
| All | +229.4% | +54.4% | +175.1% | +143.7% |
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