-9.0%
ALLY vs FIVE
+16.7%
-25.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.4% | +2.7% | -2.3% | -0.4% |
| 30D | +5.2% | +12.7% | -7.4% | +1.7% |
| 3M | -13.3% | +2.1% | -15.4% | -14.2% |
| 6M | -6.7% | +17.5% | -24.1% | -12.1% |
| YTD | -12.8% | +31.0% | -43.8% | -20.8% |
| 1Y | +0.7% | +67.7% | -67.1% | -15.0% |
| 3Y | +65.2% | +43.4% | +21.8% | +40.4% |
| All | -9.0% | +16.7% | -25.7% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling