+100.2%
ALLY vs ALM
+272.0%
-171.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.6% | +8.2% | -1.1% |
| 7D | -1.1% | -14.5% | +13.4% | -0.7% |
| 30D | +4.2% | -39.0% | +43.2% | +5.6% |
| 3M | -12.4% | -40.3% | +27.9% | -11.3% |
| 6M | -8.7% | -60.3% | +51.6% | -6.7% |
| YTD | -11.6% | -9.8% | -1.9% | -12.2% |
| 1Y | +0.2% | +30.8% | -30.6% | -1.6% |
| 3Y | +57.1% | +772.4% | -715.3% | +45.0% |
| 5Y | -6.8% | +390.7% | -397.6% | -13.7% |
| 10Y | +200.4% | +2,028.5% | -1,828.2% | +172.5% |
| All | +100.2% | +272.0% | -171.7% | +79.8% |
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