+194.5%
AMT vs ALLY
+124.8%
+69.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -0.2% | +3.7% | -3.9% | -0.8% |
| 30D | +4.6% | -2.3% | +6.9% | +5.0% |
| 3M | -8.4% | +3.8% | -12.3% | -9.2% |
| 6M | -6.0% | +9.7% | -15.7% | -7.8% |
| YTD | +2.1% | -1.4% | +3.5% | +1.8% |
| 1Y | -6.4% | +8.2% | -14.6% | -8.3% |
| 3Y | +8.1% | +66.5% | -58.4% | -5.0% |
| 5Y | -31.9% | +1.2% | -33.1% | -36.3% |
| 10Y | +97.1% | +191.4% | -94.3% | +39.5% |
| All | +194.5% | +124.8% | +69.6% | +111.5% |
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