+618.4%
AU vs ALLY
+69.8%
+548.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.4% |
| 7D | -0.3% | +1.0% | -1.3% | -0.5% |
| 30D | +12.8% | -3.3% | +16.1% | +13.5% |
| 3M | +28.5% | +0.5% | +28.0% | +28.2% |
| 6M | +4.8% | +12.6% | -7.8% | +2.5% |
| YTD | +31.0% | -4.7% | +35.6% | +31.7% |
| 1Y | +81.4% | +5.2% | +76.2% | +78.9% |
| 3Y | +618.4% | +66.5% | +552.0% | +484.5% |
| All | +618.4% | +69.8% | +548.6% | +484.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling