-9.0%
ALLY vs ACM
+1.1%
-10.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.5% |
| 7D | +0.4% | +5.6% | -5.3% | -2.6% |
| 30D | +5.2% | +20.8% | -15.6% | -4.9% |
| 3M | -13.3% | +11.4% | -24.7% | -18.7% |
| 6M | -6.7% | +0.9% | -7.6% | -9.1% |
| YTD | -12.8% | -24.8% | +12.0% | 0.0% |
| 1Y | +0.7% | -46.4% | +47.1% | +44.8% |
| 3Y | +65.2% | -9.2% | +74.4% | +55.6% |
| All | -9.0% | +1.1% | -10.1% | -22.7% |
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