+605.2%
AJG vs ALLY
+124.8%
+480.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -1.8% | +3.7% | -5.5% | -2.7% |
| 30D | +4.6% | -2.3% | +6.9% | +5.1% |
| 3M | +24.9% | +3.8% | +21.1% | +23.4% |
| 6M | +17.2% | +9.7% | +7.5% | +13.9% |
| YTD | +2.2% | -1.4% | +3.6% | +1.7% |
| 1Y | -11.5% | +8.2% | -19.8% | -14.1% |
| 3Y | +16.7% | +66.5% | -49.8% | -2.1% |
| 5Y | +89.6% | +1.2% | +88.4% | +75.9% |
| 10Y | +512.4% | +191.4% | +321.0% | +276.6% |
| All | +605.2% | +124.8% | +480.4% | +338.1% |
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