+558.1%
ALL vs ALLY
+124.8%
+433.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | 0.0% | +3.7% | -3.6% | -1.0% |
| 30D | -1.5% | -2.3% | +0.8% | -0.9% |
| 3M | +23.6% | +3.8% | +19.8% | +21.9% |
| 6M | +22.3% | +9.7% | +12.6% | +18.3% |
| YTD | +26.5% | -1.4% | +27.9% | +25.7% |
| 1Y | +27.0% | +8.2% | +18.8% | +22.5% |
| 3Y | +149.6% | +66.5% | +83.1% | +103.6% |
| 5Y | +118.1% | +1.2% | +116.9% | +99.5% |
| 10Y | +369.0% | +191.4% | +177.5% | +187.4% |
| All | +558.1% | +124.8% | +433.3% | +309.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling