+77.5%
AME vs ALLY
-10.9%
+88.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +8.1% | -2.1% | +10.2% | +8.7% |
| 30D | -3.8% | +2.0% | -5.8% | -4.3% |
| 3M | -6.6% | -13.3% | +6.7% | -3.4% |
| 6M | +4.6% | -9.9% | +14.4% | +7.0% |
| YTD | +17.9% | -13.5% | +31.5% | +21.6% |
| 1Y | +23.2% | -2.8% | +26.0% | +23.4% |
| 3Y | +62.9% | +63.4% | -0.5% | +42.2% |
| 5Y | +77.5% | -10.9% | +88.4% | +78.4% |
| All | +77.5% | -10.9% | +88.4% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling