+148.0%
ALL vs ALLY
-6.7%
+154.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | +10.6% | +3.4% | +7.2% | +9.9% |
| 3M | -4.6% | -11.1% | +6.5% | -2.4% |
| 6M | +20.2% | -11.5% | +31.7% | +22.6% |
| YTD | +23.7% | -12.3% | +36.0% | +26.1% |
| 1Y | +27.9% | +1.1% | +26.8% | +26.3% |
| 3Y | +109.2% | +64.8% | +44.4% | +77.6% |
| 5Y | +148.0% | -6.9% | +154.9% | +140.3% |
| All | +148.0% | -6.7% | +154.7% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling