+690.4%
AU vs ALLY
+98.6%
+591.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | +4.7% | -2.8% | +7.4% | +5.0% |
| 30D | -1.5% | +1.9% | -3.4% | -1.7% |
| 3M | -5.0% | -12.1% | +7.1% | -3.7% |
| 6M | -13.5% | -9.0% | -4.5% | -12.6% |
| YTD | +11.7% | -12.9% | +24.7% | +13.2% |
| 1Y | +21.3% | -0.1% | +21.4% | +21.4% |
| 3Y | +545.0% | +64.6% | +480.4% | +510.9% |
| 5Y | +412.0% | -10.1% | +422.0% | +397.5% |
| 10Y | +899.1% | +176.7% | +722.4% | +698.2% |
| All | +690.4% | +98.6% | +591.8% | +565.6% |
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