+207.4%
ALAB vs ALLY
+9.9%
+197.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +7.3% |
| 7D | -26.3% | +0.9% | -27.2% | -26.9% |
| 30D | -50.1% | +3.1% | -53.2% | -51.1% |
| 3M | -42.5% | -12.6% | -29.9% | -37.8% |
| 6M | -10.8% | -12.4% | +1.6% | -3.7% |
| YTD | +14.6% | -13.2% | +27.8% | +23.1% |
| 1Y | +17.1% | +1.8% | +15.3% | +13.8% |
| All | +207.4% | +9.9% | +197.6% | +181.7% |
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