-38.3%
AR vs ALLY
+101.5%
-139.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.2% |
| 7D | -11.7% | -1.1% | -10.6% | -11.5% |
| 30D | +1.8% | +4.2% | -2.3% | -0.6% |
| 3M | +6.0% | -12.4% | +18.4% | +12.5% |
| 6M | -7.0% | -8.7% | +1.6% | -4.7% |
| YTD | +5.6% | -11.6% | +17.2% | +8.2% |
| 1Y | +10.8% | +0.2% | +10.7% | +6.1% |
| 3Y | +19.3% | +57.1% | -37.8% | -14.9% |
| 5Y | +73.3% | -6.8% | +80.2% | +54.6% |
| 10Y | +47.6% | +200.4% | -152.8% | -32.0% |
| All | -38.3% | +101.5% | -139.8% | -68.8% |
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