+277.6%
AG vs ALLY
+74.0%
+203.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +1.0% | +3.7% | -2.7% | 0.0% |
| 30D | +19.2% | -2.3% | +21.4% | +19.9% |
| 3M | +6.2% | +3.8% | +2.3% | +5.0% |
| 6M | -26.7% | +9.7% | -36.4% | -28.6% |
| YTD | +26.1% | -1.4% | +27.5% | +26.1% |
| 1Y | +131.7% | +8.2% | +123.4% | +125.4% |
| All | +277.6% | +74.0% | +203.6% | +238.2% |
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