+21.1%
AME vs ALLY
+0.5%
+20.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.9% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -4.2% | +3.4% | -7.6% | -5.3% |
| 3M | -5.9% | -11.1% | +5.1% | -2.3% |
| 6M | +2.8% | -11.5% | +14.3% | +6.7% |
| YTD | +16.6% | -12.3% | +28.9% | +21.0% |
| All | +21.1% | +0.5% | +20.5% | +19.1% |
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