+3.0%
ALLY vs ALM
+951.0%
-948.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +3.7% | -2.6% | +6.3% | +3.8% |
| 30D | -2.3% | +32.0% | -34.3% | -3.7% |
| 3M | +3.8% | -15.0% | +18.9% | +4.0% |
| 6M | +9.7% | -10.1% | +19.8% | +9.1% |
| YTD | -1.4% | +99.4% | -100.8% | -5.8% |
| 1Y | +8.2% | +316.4% | -308.1% | -0.6% |
| 3Y | +66.5% | +2,022.0% | -1,955.5% | +36.7% |
| All | +3.0% | +951.0% | -948.0% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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