+63.9%
ALLY vs SPY
+78.7%
-14.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.3% |
| 7D | -2.1% | +3.3% | -5.4% | -5.9% |
| 30D | +2.0% | -2.7% | +4.7% | +5.2% |
| 3M | -13.3% | -1.7% | -11.6% | -11.7% |
| 6M | -9.9% | +3.1% | -12.9% | -13.6% |
| YTD | -13.5% | +11.9% | -25.4% | -25.1% |
| 1Y | -2.8% | +12.0% | -14.8% | -15.8% |
| All | +63.9% | +78.7% | -14.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling