+96.8%
ALLY vs SPY
+410.7%
-313.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 3M | -12.6% | -4.1% | -8.5% | -7.8% |
| 6M | -12.4% | +0.7% | -13.1% | -13.7% |
| YTD | -13.2% | +8.7% | -21.8% | -22.7% |
| 1Y | +1.8% | +10.9% | -9.1% | -11.8% |
| 3Y | +58.0% | +75.0% | -17.0% | -26.0% |
| 5Y | -8.4% | +67.8% | -76.2% | -53.4% |
| 10Y | +195.3% | +312.9% | -117.6% | -46.5% |
| All | +96.8% | +410.7% | -313.9% | -69.1% |
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