+30.6%
ALNY vs ALLY
-2.7%
+33.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.3% |
| 7D | -6.4% | -3.3% | -3.2% | -5.7% |
| 30D | +11.9% | -4.1% | +15.9% | +13.0% |
| 3M | -15.0% | +1.4% | -16.4% | -15.5% |
| 6M | -23.2% | +14.4% | -37.6% | -26.1% |
| YTD | -37.8% | -4.9% | -32.8% | -37.3% |
| 1Y | -47.3% | +5.5% | -52.8% | -48.5% |
| 3Y | +22.9% | +66.0% | -43.2% | +2.2% |
| 5Y | +30.6% | -2.4% | +32.9% | +18.6% |
| All | +30.6% | -2.7% | +33.3% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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