-8.2%
ALLY vs SPY
+67.4%
-75.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.1% |
| 7D | +0.9% | -2.7% | +3.6% | +4.5% |
| 30D | +3.1% | -5.4% | +8.5% | +10.9% |
| 3M | -12.6% | -4.1% | -8.5% | -7.7% |
| 6M | -12.4% | +0.7% | -13.1% | -13.8% |
| YTD | -13.2% | +8.7% | -21.8% | -23.1% |
| 1Y | +1.8% | +10.9% | -9.1% | -12.3% |
| 3Y | +58.0% | +75.0% | -17.0% | -29.7% |
| All | -8.2% | +67.4% | -75.6% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling