+147.2%
AR vs ALLY
+1.6%
+145.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +2.5% | +3.7% | -1.2% | +1.2% |
| 30D | +14.8% | -2.3% | +17.1% | +15.6% |
| 3M | +6.2% | +3.8% | +2.4% | +4.1% |
| 6M | +4.3% | +9.7% | -5.4% | -1.0% |
| YTD | +14.4% | -1.4% | +15.8% | +12.7% |
| 1Y | +21.3% | +8.2% | +13.1% | +14.5% |
| 3Y | +39.8% | +66.5% | -26.7% | +6.0% |
| All | +147.2% | +1.6% | +145.6% | +117.7% |
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 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