+386.4%
AME vs ALLY
+101.5%
+284.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.5% |
| 7D | -11.4% | -1.1% | -10.3% | -11.2% |
| 30D | -12.1% | +4.2% | -16.3% | -13.4% |
| 3M | -12.3% | -12.4% | +0.1% | -8.7% |
| 6M | -4.6% | -8.7% | +4.0% | -2.2% |
| YTD | +9.1% | -11.6% | +20.8% | +12.7% |
| 1Y | +13.3% | +0.2% | +13.1% | +12.1% |
| 3Y | +58.2% | +57.1% | +1.1% | +30.6% |
| 5Y | +63.4% | -6.8% | +70.3% | +54.1% |
| 10Y | +436.7% | +200.4% | +236.3% | +201.2% |
| All | +386.4% | +101.5% | +284.9% | +202.7% |
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