+98.1%
AR vs ALLY
-9.3%
+107.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.7% |
| 7D | -5.8% | -0.7% | -5.1% | -5.7% |
| 30D | +4.8% | +1.1% | +3.7% | +4.1% |
| 3M | +1.5% | -13.2% | +14.7% | +6.0% |
| 6M | +4.7% | -13.5% | +18.2% | +8.6% |
| YTD | +9.2% | -14.3% | +23.5% | +12.5% |
| 1Y | +11.2% | -1.1% | +12.3% | +8.0% |
| 3Y | +46.2% | +62.0% | -15.8% | +12.1% |
| 5Y | +98.1% | -9.6% | +107.7% | +84.3% |
| All | +98.1% | -9.3% | +107.4% | +84.3% |
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