-2.6%
ALLY vs MKTX
-61.3%
+58.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -4.5% | +1.0% | -5.4% | -4.6% |
| 3M | -2.8% | +40.8% | -43.6% | -9.4% |
| 6M | +10.3% | -10.9% | +21.2% | +12.8% |
| YTD | -5.7% | -8.6% | +2.9% | -4.3% |
| 1Y | +3.9% | -11.6% | +15.5% | +6.0% |
| 3Y | +64.7% | -24.5% | +89.2% | +67.3% |
| 5Y | -2.6% | -60.7% | +58.1% | -0.4% |
| All | -2.6% | -61.3% | +58.7% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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