+706.3%
AU vs ALLY
+95.5%
+610.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.3% | -5.3% |
| 7D | +15.3% | -0.7% | +15.9% | +15.4% |
| 30D | -0.3% | +1.1% | -1.5% | -0.4% |
| 3M | -2.9% | -13.2% | +10.3% | -1.4% |
| 6M | -10.7% | -13.5% | +2.8% | -9.3% |
| YTD | +14.0% | -14.3% | +28.3% | +15.7% |
| 1Y | +32.5% | -1.1% | +33.7% | +32.8% |
| 3Y | +557.9% | +62.0% | +495.9% | +524.3% |
| 5Y | +441.0% | -9.6% | +450.7% | +426.0% |
| 10Y | +816.9% | +176.0% | +641.0% | +633.0% |
| All | +706.3% | +95.5% | +610.8% | +580.2% |
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