+96.8%
ALLY vs COO
+101.7%
-4.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.8% |
| 7D | +0.9% | +4.7% | -3.8% | -1.4% |
| 30D | +3.1% | +13.9% | -10.8% | -3.4% |
| 3M | -12.6% | -14.9% | +2.4% | -6.4% |
| 6M | -12.4% | +2.0% | -14.5% | -15.3% |
| YTD | -13.2% | -23.9% | +10.8% | -2.1% |
| 1Y | +1.8% | -9.6% | +11.4% | +4.7% |
| 3Y | +58.0% | -25.4% | +83.4% | +71.3% |
| 5Y | -8.4% | -41.2% | +32.8% | +10.9% |
| 10Y | +195.3% | +42.1% | +153.2% | +149.9% |
| All | +96.8% | +101.7% | -4.9% | +52.5% |
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 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