-8.7%
ALLY vs ACM
-20.8%
+12.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -1.1% |
| 7D | -1.1% | +5.1% | -6.2% | -1.5% |
| 30D | +4.2% | +11.5% | -7.3% | +3.3% |
| 3M | -12.4% | -10.5% | -2.0% | -12.3% |
| 6M | -8.7% | -20.4% | +11.7% | -9.9% |
| All | -8.7% | -20.8% | +12.1% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling