+60.7%
ALLY vs ACM
-12.3%
+73.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -0.5% |
| 7D | -1.1% | +5.1% | -6.2% | -3.0% |
| 30D | +4.2% | +11.5% | -7.3% | -0.1% |
| 3M | -12.4% | -10.5% | -2.0% | -9.0% |
| 6M | -8.7% | -20.4% | +11.7% | -0.1% |
| YTD | -11.6% | -28.9% | +17.2% | +1.3% |
| 1Y | +0.2% | -48.7% | +48.9% | +38.4% |
| All | +60.7% | -12.3% | +73.0% | +53.8% |
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 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