+116.0%
ALLY vs SNY
+47.0%
+69.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.5% |
| 7D | +1.0% | -2.7% | +3.8% | +2.0% |
| 30D | -3.3% | -0.7% | -2.6% | -3.1% |
| 3M | +0.5% | -1.6% | +2.1% | +0.8% |
| 6M | +12.6% | +2.3% | +10.3% | +11.5% |
| YTD | -4.7% | -6.0% | +1.3% | -3.0% |
| 1Y | +5.2% | -2.7% | +7.9% | +5.5% |
| 3Y | +66.5% | -7.5% | +73.9% | +64.8% |
| 5Y | +0.2% | +6.7% | -6.5% | -8.5% |
| 10Y | +180.8% | +62.3% | +118.5% | +119.2% |
| All | +116.0% | +47.0% | +69.1% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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