+172.3%
ALLY vs ACM
+132.1%
+40.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.6% |
| 7D | -0.7% | +6.6% | -7.3% | -4.7% |
| 30D | +1.1% | +19.8% | -18.6% | -9.8% |
| 3M | -13.2% | -3.1% | -10.0% | -12.9% |
| 6M | -13.5% | -11.5% | -2.0% | -9.4% |
| YTD | -14.3% | -24.7% | +10.4% | -1.4% |
| 1Y | -1.1% | -45.1% | +43.9% | +39.7% |
| 3Y | +62.0% | -8.9% | +70.9% | +57.9% |
| 5Y | -9.6% | +5.4% | -15.0% | -21.1% |
| All | +172.3% | +132.1% | +40.3% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling