+404.3%
AGI vs ALLY
-1.1%
+405.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +2.2% | -1.9% | +4.2% | +2.5% |
| 30D | +11.3% | -4.5% | +15.7% | +11.8% |
| 3M | +5.6% | -2.8% | +8.5% | +6.0% |
| 6M | -27.7% | +10.3% | -38.0% | -28.4% |
| YTD | -4.1% | -5.7% | +1.6% | -3.6% |
| 1Y | +13.8% | +3.9% | +9.9% | +13.1% |
| 3Y | +217.0% | +64.7% | +152.3% | +193.3% |
| 5Y | +404.3% | -2.6% | +406.9% | +365.7% |
| All | +404.3% | -1.1% | +405.5% | +365.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling