+62.0%
ALLY vs FIVE
+43.9%
+18.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.7% | +7.3% | -8.0% | -2.1% |
| 30D | +1.1% | +18.1% | -16.9% | -2.1% |
| 3M | -13.2% | +7.7% | -20.9% | -14.7% |
| 6M | -13.5% | +13.6% | -27.1% | -16.4% |
| YTD | -14.3% | +34.6% | -48.9% | -20.1% |
| 1Y | -1.1% | +66.2% | -67.4% | -11.7% |
| 3Y | +62.0% | +43.5% | +18.5% | +35.9% |
| All | +62.0% | +43.9% | +18.1% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling