+123.4%
ALLY vs ACM
+140.7%
-17.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +3.7% | -3.7% | +7.4% | +6.0% |
| 30D | -2.3% | -11.1% | +8.9% | +3.4% |
| 3M | +3.8% | -8.0% | +11.8% | +7.0% |
| 6M | +9.7% | -29.7% | +39.4% | +31.6% |
| YTD | -1.4% | -29.4% | +28.0% | +16.7% |
| 1Y | +8.2% | -46.4% | +54.7% | +50.3% |
| 3Y | +66.5% | -22.3% | +88.8% | +81.5% |
| 5Y | +1.2% | +4.5% | -3.3% | -8.8% |
| 10Y | +191.4% | +127.6% | +63.8% | +65.6% |
| All | +123.4% | +140.7% | -17.2% | +23.8% |
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