+64.8%
ALLY vs ACM
-7.9%
+72.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | -1.1% |
| 7D | -0.2% | +6.9% | -7.1% | -2.8% |
| 30D | +3.4% | +19.1% | -15.6% | -3.3% |
| 3M | -11.1% | -6.9% | -4.1% | -8.9% |
| 6M | -11.5% | -12.0% | +0.5% | -7.5% |
| YTD | -12.3% | -25.1% | +12.8% | -1.5% |
| 1Y | +1.1% | -45.4% | +46.5% | +35.8% |
| 3Y | +64.8% | -6.9% | +71.7% | +55.4% |
| All | +64.8% | -7.9% | +72.7% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling