+123.4%
ALLY vs MKTX
+210.1%
-86.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.7% | +0.4% | +3.3% | +3.6% |
| 30D | -2.3% | +1.1% | -3.3% | -2.5% |
| 3M | +3.8% | +36.1% | -32.3% | -3.1% |
| 6M | +9.7% | -12.9% | +22.6% | +11.9% |
| YTD | -1.4% | -8.5% | +7.1% | -0.7% |
| 1Y | +8.2% | -7.5% | +15.8% | +8.5% |
| 3Y | +66.5% | -28.3% | +94.8% | +71.7% |
| 5Y | +1.2% | -63.3% | +64.5% | +18.0% |
| 10Y | +191.4% | +4.5% | +186.9% | +146.7% |
| All | +123.4% | +210.1% | -86.6% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling