+123.4%
ALLY vs COO
+125.1%
-1.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.1% |
| 7D | +3.7% | -2.2% | +5.9% | +4.9% |
| 30D | -2.3% | -7.0% | +4.8% | +1.3% |
| 3M | +3.8% | +12.2% | -8.4% | -2.9% |
| 6M | +9.7% | -15.1% | +24.8% | +18.5% |
| YTD | -1.4% | -15.1% | +13.7% | +6.4% |
| 1Y | +8.2% | +2.3% | +5.9% | +5.5% |
| 3Y | +66.5% | -23.7% | +90.1% | +81.5% |
| 5Y | +1.2% | -38.9% | +40.1% | +21.8% |
| 10Y | +191.4% | +49.9% | +141.5% | +140.9% |
| All | +123.4% | +125.1% | -1.7% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling