+576.3%
ALL vs ALLY
+101.5%
+474.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | +4.2% | -1.1% | +5.4% | +4.5% |
| 30D | +18.9% | +4.2% | +14.8% | +17.6% |
| 3M | +1.2% | -12.4% | +13.6% | +4.8% |
| 6M | +23.2% | -8.7% | +31.9% | +25.6% |
| YTD | +30.0% | -11.6% | +41.7% | +33.1% |
| 1Y | +39.6% | +0.2% | +39.4% | +37.7% |
| 3Y | +115.2% | +57.1% | +58.2% | +78.5% |
| 5Y | +156.2% | -6.8% | +163.1% | +139.9% |
| 10Y | +398.0% | +200.4% | +197.6% | +205.8% |
| All | +576.3% | +101.5% | +474.8% | +333.0% |
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