+145.0%
ALL vs ALLY
-9.5%
+154.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.1% |
| 7D | -1.9% | +0.9% | -2.9% | -2.1% |
| 30D | +13.8% | +3.1% | +10.7% | +13.1% |
| 3M | -7.0% | -12.6% | +5.6% | -4.6% |
| 6M | +18.0% | -12.4% | +30.5% | +20.7% |
| YTD | +24.2% | -13.2% | +37.3% | +26.8% |
| 1Y | +31.2% | +1.8% | +29.4% | +29.4% |
| 3Y | +107.5% | +58.0% | +49.6% | +78.1% |
| All | +145.0% | -9.5% | +154.5% | +138.3% |
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