-2.8%
ALLY vs FIVE
+63.0%
-65.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -2.1% | +2.4% | -4.6% | -2.6% |
| 30D | +2.0% | +15.8% | -13.8% | -0.8% |
| 3M | -13.3% | +3.8% | -17.1% | -14.2% |
| 6M | -9.9% | +18.5% | -28.4% | -14.5% |
| YTD | -13.5% | +31.2% | -44.8% | -21.3% |
| 1Y | -2.8% | +61.8% | -64.6% | -21.6% |
| All | -2.8% | +63.0% | -65.8% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling