+362.9%
ALLE vs ALLY
+104.2%
+258.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +0.5% |
| 7D | +6.7% | +2.4% | +4.3% | +5.8% |
| 30D | +25.4% | +5.6% | +19.8% | +23.2% |
| 3M | +16.9% | -11.7% | +28.6% | +21.9% |
| 6M | +46.6% | -7.0% | +53.6% | +49.8% |
| YTD | +22.4% | -10.4% | +32.9% | +26.1% |
| 1Y | +17.7% | +2.4% | +15.4% | +15.7% |
| 3Y | +96.3% | +59.2% | +37.1% | +60.2% |
| 5Y | +57.4% | -5.0% | +62.4% | +46.9% |
| 10Y | +241.0% | +204.5% | +36.6% | +94.7% |
| All | +362.9% | +104.2% | +258.7% | +187.2% |
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 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