+162.4%
ALL vs ALLY
-10.0%
+172.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | +5.0% | +0.4% | +4.7% | +4.9% |
| 30D | +13.3% | +5.2% | +8.1% | +12.2% |
| 3M | +3.2% | -13.3% | +16.5% | +6.0% |
| 6M | +25.3% | -6.7% | +32.0% | +26.5% |
| YTD | +30.5% | -12.8% | +43.3% | +33.1% |
| 1Y | +29.2% | +0.7% | +28.5% | +27.7% |
| 3Y | +119.1% | +65.2% | +53.9% | +85.8% |
| All | +162.4% | -10.0% | +172.4% | +157.2% |
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 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