+46.8%
AG vs ALLY
+98.1%
-51.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.2% |
| 7D | +6.3% | +0.9% | +5.4% | +6.1% |
| 30D | -8.9% | +3.1% | -12.0% | -9.5% |
| 3M | -12.2% | -12.6% | +0.4% | -9.5% |
| 6M | -28.3% | -12.4% | -15.9% | -26.1% |
| YTD | -8.8% | -13.2% | +4.3% | -6.0% |
| 1Y | +39.4% | +1.8% | +37.5% | +38.9% |
| 3Y | +229.4% | +58.0% | +171.5% | +193.0% |
| 5Y | +14.5% | -8.4% | +23.0% | +11.0% |
| 10Y | +82.7% | +195.3% | -112.5% | +21.3% |
| All | +46.8% | +98.1% | -51.3% | +5.7% |
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 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