+214.8%
ALNY vs ALLY
+124.8%
+90.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +12.2% | +3.7% | +8.6% | +11.2% |
| 30D | +16.3% | -2.3% | +18.6% | +17.1% |
| 3M | -12.4% | +3.8% | -16.2% | -13.5% |
| 6M | -18.7% | +9.7% | -28.4% | -21.2% |
| YTD | -33.1% | -1.4% | -31.7% | -33.2% |
| 1Y | -41.3% | +8.2% | -49.6% | -43.2% |
| 3Y | +32.3% | +66.5% | -34.2% | +9.6% |
| 5Y | +34.8% | +1.2% | +33.6% | +23.8% |
| 10Y | +284.7% | +191.4% | +93.3% | +117.9% |
| All | +214.8% | +124.8% | +90.0% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling