+414.3%
ASX vs ALLY
-7.4%
+421.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.3% | -19.4% | -20.2% |
| 7D | -33.3% | -1.1% | -32.2% | -32.9% |
| 30D | -36.5% | +4.2% | -40.6% | -37.4% |
| 3M | -19.2% | -12.4% | -6.8% | -15.2% |
| 6M | -10.2% | -8.7% | -1.6% | -7.4% |
| YTD | +86.5% | -11.6% | +98.1% | +93.6% |
| 1Y | +89.6% | +0.2% | +89.5% | +87.2% |
| 3Y | +298.6% | +57.1% | +241.5% | +216.8% |
| 5Y | +414.3% | -6.8% | +421.1% | +416.3% |
| All | +414.3% | -7.4% | +421.7% | +416.3% |
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