+62.5%
AME vs ALLY
+54.4%
+8.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.0% |
| 7D | -5.2% | +0.9% | -6.1% | -5.5% |
| 30D | -8.0% | +3.1% | -11.1% | -8.9% |
| 3M | -8.9% | -12.6% | +3.7% | -5.6% |
| 6M | -5.0% | -12.4% | +7.5% | -1.7% |
| YTD | +11.9% | -13.2% | +25.0% | +15.6% |
| 1Y | +16.6% | +1.8% | +14.8% | +15.3% |
| 3Y | +62.5% | +58.0% | +4.5% | +53.4% |
| All | +62.5% | +54.4% | +8.1% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling