-12.9%
ALB vs ALLY
+54.4%
-67.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.8% |
| 7D | +9.1% | +0.9% | +8.1% | +8.5% |
| 30D | -3.4% | +3.1% | -6.5% | -5.1% |
| 3M | -20.6% | -12.6% | -8.0% | -15.3% |
| 6M | -48.2% | -12.4% | -35.7% | -45.2% |
| YTD | -29.2% | -13.2% | -16.1% | -25.6% |
| 1Y | +10.0% | +1.8% | +8.2% | +4.8% |
| 3Y | -12.9% | +58.0% | -70.9% | -45.8% |
| All | -12.9% | +54.4% | -67.3% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling