+1,386.3%
ASX vs ALLY
+124.8%
+1,261.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.7% | +3.7% | -4.4% | -2.0% |
| 30D | +2.0% | -2.3% | +4.2% | +2.7% |
| 3M | -1.3% | +3.8% | -5.2% | -2.6% |
| 6M | +71.4% | +9.7% | +61.7% | +65.6% |
| YTD | +135.3% | -1.4% | +136.7% | +134.8% |
| 1Y | +267.5% | +8.2% | +259.2% | +253.3% |
| 3Y | +388.5% | +66.5% | +322.0% | +295.0% |
| 5Y | +417.1% | +1.2% | +415.9% | +378.2% |
| 10Y | +872.7% | +191.4% | +681.3% | +496.5% |
| All | +1,386.3% | +124.8% | +1,261.5% | +841.7% |
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