+256.7%
AGI vs ALLY
-8.7%
+265.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.3% | -3.0% |
| 7D | 0.0% | -2.8% | +2.8% | +0.4% |
| 30D | -7.6% | +1.9% | -9.5% | -7.8% |
| 3M | -10.2% | -12.1% | +1.9% | -8.8% |
| 6M | -31.5% | -9.0% | -22.5% | -30.7% |
| YTD | -22.0% | -12.9% | -9.1% | -20.9% |
| 1Y | -7.9% | -0.1% | -7.8% | -7.8% |
| 3Y | +137.6% | +64.6% | +73.0% | +119.7% |
| 5Y | +256.7% | -10.1% | +266.8% | +224.4% |
| All | +256.7% | -8.7% | +265.4% | +224.4% |
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