+400.4%
ALAB vs ALLY
+24.7%
+375.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.4% | +9.6% |
| 7D | +7.2% | +3.7% | +3.6% | +4.9% |
| 30D | -2.5% | -2.3% | -0.3% | -1.2% |
| 3M | -13.3% | +3.8% | -17.1% | -14.9% |
| 6M | +172.8% | +9.7% | +163.1% | +155.3% |
| YTD | +86.6% | -1.4% | +88.0% | +86.2% |
| 1Y | +65.2% | +8.2% | +56.9% | +55.0% |
| All | +400.4% | +24.7% | +375.7% | +326.1% |
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