+20.3%
ARM vs ALLY
+0.5%
+19.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.7% | +6.2% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -30.0% | +3.4% | -33.5% | -31.2% |
| 3M | -34.1% | -11.1% | -23.0% | -30.0% |
| 6M | -12.6% | -11.5% | -1.2% | -7.4% |
| YTD | +70.4% | -12.3% | +82.8% | +74.1% |
| All | +20.3% | +0.5% | +19.8% | +16.9% |
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