-11.5%
ALLY vs ACM
+5.4%
-16.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | -0.7% | +6.6% | -7.3% | -4.0% |
| 30D | +1.1% | +19.8% | -18.6% | -8.1% |
| 3M | -13.2% | -3.1% | -10.0% | -12.6% |
| 6M | -13.5% | -11.5% | -2.0% | -9.3% |
| YTD | -14.3% | -24.7% | +10.4% | -1.8% |
| 1Y | -1.1% | -45.1% | +43.9% | +39.3% |
| 3Y | +62.0% | -8.9% | +70.9% | +52.4% |
| All | -11.5% | +5.4% | -16.9% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling