+27.3%
AME vs ALLY
+9.5%
+17.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +0.6% | +3.7% | -3.1% | -0.5% |
| 30D | -6.7% | -2.3% | -4.4% | -6.1% |
| 3M | +4.1% | +3.8% | +0.2% | +2.8% |
| 6M | +1.6% | +9.7% | -8.1% | -1.3% |
| YTD | +16.1% | -1.4% | +17.6% | +15.4% |
| 1Y | +27.3% | +8.2% | +19.1% | +23.3% |
| All | +27.3% | +9.5% | +17.8% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling