+94.3%
ALLY vs SPY
+420.9%
-326.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.7% |
| 7D | -0.7% | -0.6% | -0.1% | -0.1% |
| 30D | +1.1% | -3.7% | +4.8% | +6.0% |
| 3M | -13.2% | -2.7% | -10.4% | -10.2% |
| 6M | -13.5% | +2.2% | -15.6% | -16.4% |
| YTD | -14.3% | +10.8% | -25.1% | -25.8% |
| 1Y | -1.1% | +11.2% | -12.4% | -14.7% |
| 3Y | +62.0% | +76.5% | -14.5% | -24.9% |
| 5Y | -9.6% | +72.9% | -82.6% | -55.8% |
| 10Y | +176.0% | +304.8% | -128.9% | -49.4% |
| All | +94.3% | +420.9% | -326.6% | -70.3% |
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