+95.2%
ALNY vs ALLY
+98.8%
-3.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.5% | +5.1% |
| 7D | +5.8% | +0.4% | +5.5% | +5.8% |
| 30D | -26.5% | +5.2% | -31.7% | -27.6% |
| 3M | -27.3% | -13.3% | -14.0% | -24.7% |
| 6M | -43.4% | -6.7% | -36.7% | -42.7% |
| YTD | -58.5% | -12.8% | -45.7% | -57.3% |
| 1Y | -63.6% | +0.7% | -64.3% | -64.1% |
| 3Y | 0.0% | +65.2% | -65.2% | -17.1% |
| 5Y | -3.4% | -10.1% | +6.7% | -8.5% |
| 10Y | +254.6% | +177.0% | +77.6% | +98.4% |
| All | +95.2% | +98.8% | -3.6% | +38.2% |
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