+162.2%
ARM vs ALLY
+49.8%
+112.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.3% | -11.7% | -12.2% |
| 7D | -27.1% | -1.1% | -26.0% | -26.6% |
| 30D | -44.9% | +4.2% | -49.1% | -46.5% |
| 3M | -39.3% | -12.4% | -26.9% | -34.0% |
| 6M | -20.2% | -8.7% | -11.5% | -15.6% |
| YTD | +52.5% | -11.6% | +64.2% | +63.4% |
| 1Y | +4.1% | +0.2% | +3.9% | +1.6% |
| 3Y | +211.7% | +57.1% | +154.6% | +125.7% |
| All | +162.2% | +49.8% | +112.4% | +106.1% |
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