+100.2%
ALLY vs FIVE
+545.3%
-445.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | 0.0% |
| 7D | -1.1% | -1.7% | +0.6% | -0.6% |
| 30D | +4.2% | +14.9% | -10.8% | -0.4% |
| 3M | -12.4% | +7.6% | -20.0% | -15.0% |
| 6M | -8.7% | +6.4% | -15.1% | -12.0% |
| YTD | -11.6% | +28.1% | -39.7% | -20.2% |
| 1Y | +0.2% | +54.7% | -54.6% | -14.9% |
| 3Y | +57.1% | +36.1% | +21.0% | +28.6% |
| 5Y | -6.8% | +14.9% | -21.7% | -22.1% |
| 10Y | +200.4% | +578.8% | -378.5% | +57.3% |
| All | +100.2% | +545.3% | -445.0% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling