-33.2%
AR vs ALLY
+124.8%
-158.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +2.5% | +3.7% | -1.2% | +0.7% |
| 30D | +14.8% | -2.3% | +17.1% | +16.0% |
| 3M | +6.2% | +3.8% | +2.4% | +3.3% |
| 6M | +4.3% | +9.7% | -5.4% | -3.0% |
| YTD | +14.4% | -1.4% | +15.8% | +11.6% |
| 1Y | +21.3% | +8.2% | +13.1% | +12.0% |
| 3Y | +39.8% | +66.5% | -26.7% | -2.8% |
| 5Y | +142.1% | +1.2% | +140.9% | +109.1% |
| 10Y | +52.0% | +191.4% | -139.4% | -29.5% |
| All | -33.2% | +124.8% | -158.0% | -67.8% |
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