+26.9%
ALL vs ALLY
+0.5%
+26.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | +10.6% | +3.4% | +7.2% | +10.4% |
| 3M | -4.6% | -11.1% | +6.5% | -4.4% |
| 6M | +20.2% | -11.5% | +31.7% | +20.5% |
| YTD | +23.7% | -12.3% | +36.0% | +24.1% |
| All | +26.9% | +0.5% | +26.4% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling