+212.9%
AGI vs ALLY
+69.8%
+143.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | +4.4% | +1.0% | +3.4% | +4.3% |
| 30D | +10.0% | -3.3% | +13.2% | +10.3% |
| 3M | +1.7% | +0.5% | +1.3% | +1.7% |
| 6M | -26.8% | +12.6% | -39.4% | -27.4% |
| YTD | -5.3% | -4.7% | -0.6% | -5.1% |
| 1Y | +11.5% | +5.2% | +6.3% | +11.0% |
| 3Y | +212.9% | +66.5% | +146.4% | +190.9% |
| All | +212.9% | +69.8% | +143.1% | +190.9% |
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