+87.4%
ALB vs ALLY
+101.5%
-14.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.2% |
| 7D | +5.5% | -1.1% | +6.6% | +6.0% |
| 30D | -7.5% | +4.2% | -11.7% | -9.5% |
| 3M | -16.9% | -12.4% | -4.5% | -11.8% |
| 6M | -49.2% | -8.7% | -40.5% | -47.5% |
| YTD | -29.9% | -11.6% | -18.2% | -27.1% |
| 1Y | +8.2% | +0.2% | +8.0% | +5.5% |
| 3Y | -19.4% | +57.1% | -76.5% | -37.9% |
| 5Y | -61.6% | -6.8% | -54.8% | -63.4% |
| 10Y | +34.6% | +200.4% | -165.8% | -25.8% |
| All | +87.4% | +101.5% | -14.1% | +14.2% |
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