+157.4%
ALL vs ALLY
+63.1%
+94.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | 0.0% | +3.7% | -3.6% | -0.4% |
| 30D | -1.5% | -2.3% | +0.8% | -1.3% |
| 3M | +23.6% | +3.8% | +19.8% | +22.9% |
| 6M | +22.3% | +9.7% | +12.6% | +20.6% |
| YTD | +26.5% | -1.4% | +27.9% | +26.3% |
| 1Y | +27.0% | +8.2% | +18.8% | +25.0% |
| All | +157.4% | +63.1% | +94.3% | +132.6% |
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 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