+123.4%
ALLY vs SPY
+433.6%
-310.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +3.7% | +0.1% | +3.6% | +3.5% |
| 30D | -2.3% | +0.1% | -2.3% | -2.3% |
| 3M | +3.8% | +2.0% | +1.8% | +0.9% |
| 6M | +9.7% | +13.0% | -3.3% | -7.1% |
| YTD | -1.4% | +13.5% | -15.0% | -17.0% |
| 1Y | +8.2% | +20.0% | -11.7% | -15.3% |
| 3Y | +66.5% | +77.2% | -10.7% | -23.0% |
| 5Y | +1.2% | +81.9% | -80.7% | -53.6% |
| 10Y | +191.4% | +314.1% | -122.6% | -47.9% |
| All | +123.4% | +433.6% | -310.2% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling