+3.0%
ALLY vs ACM
+5.0%
-2.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +3.7% | -3.7% | +7.4% | +5.7% |
| 30D | -2.3% | -11.1% | +8.9% | +3.1% |
| 3M | +3.8% | -8.0% | +11.8% | +7.0% |
| 6M | +9.7% | -29.7% | +39.4% | +31.7% |
| YTD | -1.4% | -29.4% | +28.0% | +16.6% |
| 1Y | +8.2% | -46.4% | +54.7% | +51.7% |
| 3Y | +66.5% | -22.3% | +88.8% | +75.8% |
| All | +3.0% | +5.0% | -2.0% | -9.7% |
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