+103.1%
AG vs ALLY
+124.8%
-21.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | +1.0% | +3.7% | -2.7% | +0.2% |
| 30D | +19.2% | -2.3% | +21.4% | +19.7% |
| 3M | +6.2% | +3.8% | +2.3% | +5.3% |
| 6M | -26.7% | +9.7% | -36.4% | -28.2% |
| YTD | +26.1% | -1.4% | +27.5% | +26.2% |
| 1Y | +131.7% | +8.2% | +123.4% | +126.5% |
| 3Y | +255.3% | +66.5% | +188.9% | +210.9% |
| 5Y | +61.9% | +1.2% | +60.7% | +52.9% |
| 10Y | +72.0% | +191.4% | -119.4% | +15.5% |
| All | +103.1% | +124.8% | -21.8% | +42.0% |
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