+661.6%
AJG vs ALLY
+98.8%
+562.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +19.4% | +5.2% | +14.1% | +18.0% |
| 3M | +11.9% | -13.3% | +25.2% | +15.7% |
| 6M | +48.3% | -6.7% | +54.9% | +50.2% |
| YTD | +10.3% | -12.8% | +23.2% | +13.1% |
| 1Y | +11.5% | +0.7% | +10.8% | +10.3% |
| 3Y | +17.5% | +65.2% | -47.7% | -1.3% |
| 5Y | +79.8% | -10.1% | +89.9% | +72.1% |
| 10Y | +541.5% | +177.0% | +364.5% | +298.9% |
| All | +661.6% | +98.8% | +562.8% | +387.1% |
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