-0.1%
ALLY vs FIVE
+66.9%
-67.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | +1.9% | +17.4% | -15.5% | -1.2% |
| 3M | -12.1% | +7.0% | -19.2% | -13.6% |
| 6M | -9.0% | +20.5% | -29.5% | -14.0% |
| YTD | -12.9% | +33.1% | -46.0% | -21.1% |
| 1Y | -0.1% | +67.1% | -67.2% | -20.4% |
| All | -0.1% | +66.9% | -67.0% | -20.4% |
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