+77.8%
AJG vs ALLY
-2.7%
+80.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -8.5% | -3.3% | -5.3% | -8.1% |
| 30D | -3.8% | -4.1% | +0.3% | -3.2% |
| 3M | +10.8% | +1.4% | +9.4% | +10.4% |
| 6M | +15.6% | +14.4% | +1.2% | +13.0% |
| YTD | -5.1% | -4.9% | -0.2% | -4.9% |
| 1Y | -16.0% | +5.5% | -21.6% | -17.2% |
| 3Y | +9.7% | +66.0% | -56.3% | -1.5% |
| 5Y | +77.8% | -2.4% | +80.2% | +75.5% |
| All | +77.8% | -2.7% | +80.5% | +75.5% |
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