-8.2%
ALLY vs FIVE
+14.2%
-22.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | +3.1% | +17.7% | -14.6% | -1.5% |
| 3M | -12.6% | +4.0% | -16.5% | -14.0% |
| 6M | -12.4% | +2.6% | -15.0% | -14.2% |
| YTD | -13.2% | +27.6% | -40.7% | -20.5% |
| 1Y | +1.8% | +59.9% | -58.1% | -12.8% |
| 3Y | +58.0% | +35.8% | +22.2% | +36.9% |
| All | -8.2% | +14.2% | -22.3% | -20.3% |
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