+60.7%
ALLY vs COO
-24.0%
+84.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | -1.1% | +5.3% | -6.4% | -2.8% |
| 30D | +4.2% | +12.5% | -8.4% | +0.2% |
| 3M | -12.4% | -15.1% | +2.7% | -7.7% |
| 6M | -8.7% | +3.7% | -12.4% | -11.1% |
| YTD | -11.6% | -22.5% | +10.9% | -4.0% |
| 1Y | +0.2% | -7.8% | +8.0% | +2.2% |
| All | +60.7% | -24.0% | +84.7% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling