+422.8%
AME vs ALLY
+98.6%
+324.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.1% |
| 7D | +1.1% | -2.8% | +3.9% | +2.0% |
| 30D | -4.1% | +1.9% | -6.0% | -4.8% |
| 3M | -6.3% | -12.1% | +5.8% | -2.6% |
| 6M | +3.5% | -9.0% | +12.6% | +6.3% |
| YTD | +17.3% | -12.9% | +30.2% | +21.7% |
| 1Y | +22.0% | -0.1% | +22.1% | +20.9% |
| 3Y | +62.0% | +64.6% | -2.6% | +31.7% |
| 5Y | +78.5% | -10.1% | +88.6% | +70.4% |
| 10Y | +441.6% | +176.7% | +264.9% | +212.4% |
| All | +422.8% | +98.6% | +324.2% | +226.9% |
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