+139.8%
ALB vs ALLY
+124.8%
+14.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.6% |
| 7D | -8.1% | +3.7% | -11.7% | -9.7% |
| 30D | +6.3% | -2.3% | +8.5% | +7.3% |
| 3M | -23.6% | +3.8% | -27.4% | -25.3% |
| 6M | -24.6% | +9.7% | -34.3% | -29.1% |
| YTD | -10.3% | -1.4% | -8.9% | -11.3% |
| 1Y | +61.5% | +8.2% | +53.2% | +51.9% |
| 3Y | -34.0% | +66.5% | -100.5% | -50.6% |
| 5Y | -44.6% | +1.2% | -45.8% | -49.4% |
| 10Y | +76.1% | +191.4% | -115.3% | -2.5% |
| All | +139.8% | +124.8% | +14.9% | +38.9% |
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