+296.4%
ARM vs ALLY
+67.1%
+229.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.7% |
| 7D | +5.5% | +3.7% | +1.8% | +2.9% |
| 30D | -8.2% | -2.3% | -5.9% | -6.8% |
| 3M | -35.9% | +3.8% | -39.8% | -37.4% |
| 6M | +103.1% | +9.7% | +93.4% | +90.2% |
| YTD | +130.6% | -1.4% | +132.0% | +130.8% |
| 1Y | +86.1% | +8.2% | +77.8% | +72.6% |
| All | +296.4% | +67.1% | +229.3% | +191.0% |
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