+189.3%
ALAB vs ALLY
+11.8%
+177.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -1.3% | -18.3% | -18.8% |
| 7D | -38.2% | -1.1% | -37.1% | -37.7% |
| 30D | -54.0% | +4.2% | -58.1% | -55.2% |
| 3M | -43.6% | -12.4% | -31.2% | -39.1% |
| 6M | -16.8% | -8.7% | -8.1% | -12.3% |
| YTD | +7.9% | -11.6% | +19.5% | +14.8% |
| 1Y | -1.4% | +0.2% | -1.5% | -2.8% |
| All | +189.3% | +11.8% | +177.6% | +162.6% |
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