+248.9%
AGI vs ALLY
+97.2%
+151.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.1% |
| 7D | -7.5% | -2.1% | -5.4% | -7.3% |
| 30D | -9.9% | +2.0% | -11.9% | -10.0% |
| 3M | -14.2% | -13.3% | -0.8% | -13.2% |
| 6M | -35.2% | -9.9% | -25.3% | -34.7% |
| YTD | -25.2% | -13.5% | -11.7% | -24.5% |
| 1Y | -14.3% | -2.8% | -11.5% | -14.1% |
| 3Y | +127.7% | +63.4% | +64.2% | +118.2% |
| 5Y | +243.4% | -10.9% | +254.3% | +235.4% |
| 10Y | +384.1% | +174.7% | +209.4% | +317.2% |
| All | +248.9% | +97.2% | +151.7% | +217.4% |
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 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