+123.4%
ALLY vs ALM
+722.1%
-598.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +3.8% | -15.0% | +18.9% | +3.9% |
| 6M | +9.7% | -10.1% | +19.8% | +9.4% |
| YTD | -1.4% | +99.4% | -100.8% | -4.1% |
| 1Y | +8.2% | +316.4% | -308.1% | +2.9% |
| 3Y | +66.5% | +2,022.0% | -1,955.5% | +49.7% |
| 5Y | +1.2% | +941.2% | -940.0% | -8.2% |
| 10Y | +191.4% | +2,950.3% | -2,758.9% | +159.0% |
| All | +123.4% | +722.1% | -598.6% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling