-9.6%
ALLY vs ALC
-9.1%
-0.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.5% |
| 7D | -0.7% | +2.3% | -3.0% | -1.9% |
| 30D | +1.1% | +15.5% | -14.4% | -6.2% |
| 3M | -13.2% | +0.6% | -13.8% | -13.7% |
| 6M | -13.5% | +18.4% | -31.8% | -21.4% |
| YTD | -14.3% | -5.6% | -8.7% | -13.0% |
| 1Y | -1.1% | 0.0% | -1.2% | -3.1% |
| 3Y | +62.0% | +2.8% | +59.2% | +48.4% |
| 5Y | -9.6% | -8.8% | -0.9% | -16.8% |
| All | -9.6% | -9.1% | -0.5% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling