+700.5%
AU vs ALLY
-1.1%
+701.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +0.6% | -1.9% | +2.6% | +1.0% |
| 30D | +12.3% | -4.5% | +16.8% | +13.1% |
| 3M | +29.4% | -2.8% | +32.2% | +29.9% |
| 6M | +3.2% | +10.3% | -7.1% | +1.8% |
| YTD | +31.8% | -5.7% | +37.5% | +32.7% |
| 1Y | +83.4% | +3.9% | +79.5% | +81.8% |
| 3Y | +623.1% | +64.7% | +558.4% | +560.0% |
| 5Y | +700.5% | -2.6% | +703.1% | +612.7% |
| All | +700.5% | -1.1% | +701.6% | +612.7% |
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 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