+103.1%
ARM vs ALLY
+10.4%
+92.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.7% |
| 7D | +5.5% | +3.7% | +1.8% | +2.6% |
| 30D | -8.2% | -2.3% | -5.9% | -6.6% |
| 3M | -35.9% | +3.8% | -39.8% | -37.5% |
| 6M | +103.1% | +9.7% | +93.4% | +84.8% |
| All | +103.1% | +10.4% | +92.7% | +84.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling