+124.3%
ALLY vs USFR
+27.5%
+96.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | -2.3% | +0.3% | -2.6% | -2.5% |
| 3M | +3.8% | +1.0% | +2.8% | +3.0% |
| 6M | +9.7% | +1.9% | +7.8% | +8.0% |
| YTD | -1.4% | +2.6% | -4.0% | -3.5% |
| 1Y | +8.2% | +4.0% | +4.2% | +4.7% |
| 3Y | +66.5% | +14.1% | +52.4% | +48.6% |
| 5Y | +1.2% | +20.4% | -19.2% | -14.1% |
| 10Y | +191.4% | +28.0% | +163.4% | +136.1% |
| All | +124.3% | +27.5% | +96.7% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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