+100.2%
ALLY vs ACM
+142.4%
-42.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -0.1% |
| 7D | -1.1% | +5.1% | -6.2% | -3.9% |
| 30D | +4.2% | +11.5% | -7.3% | -2.2% |
| 3M | -12.4% | -10.5% | -2.0% | -8.0% |
| 6M | -8.7% | -20.4% | +11.7% | +1.5% |
| YTD | -11.6% | -28.9% | +17.2% | +3.9% |
| 1Y | +0.2% | -48.7% | +48.9% | +42.8% |
| 3Y | +57.1% | -12.5% | +69.6% | +58.6% |
| 5Y | -6.8% | +0.5% | -7.4% | -13.9% |
| 10Y | +200.4% | +161.2% | +39.2% | +61.1% |
| All | +100.2% | +142.4% | -42.2% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling