+19.3%
ARM vs ALLY
+4.2%
+15.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.8% | -9.1% | -7.1% |
| 7D | -18.7% | +2.4% | -21.1% | -19.6% |
| 30D | -36.7% | +5.6% | -42.2% | -38.4% |
| 3M | -31.6% | -11.7% | -19.9% | -27.2% |
| 6M | -5.6% | -7.0% | +1.4% | -2.3% |
| YTD | +75.5% | -10.4% | +85.9% | +76.8% |
| 1Y | +19.3% | +2.4% | +17.0% | +15.8% |
| All | +19.3% | +4.2% | +15.1% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling