-10.1%
ALLY vs ALM
+456.2%
-466.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.6% |
| 7D | -2.8% | -7.2% | +4.4% | -2.5% |
| 30D | +1.9% | -26.4% | +28.2% | +3.2% |
| 3M | -12.1% | -38.6% | +26.5% | -10.5% |
| 6M | -9.0% | -61.0% | +52.0% | -5.9% |
| YTD | -12.9% | -7.4% | -5.5% | -14.0% |
| 1Y | -0.1% | +14.0% | -14.1% | -2.5% |
| 3Y | +64.6% | +844.4% | -779.9% | +41.4% |
| 5Y | -10.1% | +410.8% | -420.9% | -21.7% |
| All | -10.1% | +456.2% | -466.3% | -21.7% |
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