+69.4%
ALLY vs ALC
-13.3%
+82.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.2% |
| 7D | +3.7% | -2.1% | +5.8% | +4.5% |
| 30D | -2.3% | -0.1% | -2.2% | -2.3% |
| 3M | +3.8% | +5.9% | -2.1% | +1.1% |
| 6M | +9.7% | -15.9% | +25.6% | +17.3% |
| YTD | -1.4% | -10.1% | +8.7% | +2.1% |
| 1Y | +8.2% | -10.2% | +18.5% | +11.9% |
| All | +69.4% | -13.3% | +82.7% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling