+837.0%
AU vs ALLY
+124.8%
+712.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -3.6% | +3.7% | -7.3% | -4.0% |
| 30D | +23.9% | -2.3% | +26.1% | +24.1% |
| 3M | +19.1% | +3.8% | +15.3% | +18.6% |
| 6M | -0.2% | +9.7% | -9.9% | -1.1% |
| YTD | +32.5% | -1.4% | +33.9% | +32.4% |
| 1Y | +96.9% | +8.2% | +88.7% | +95.0% |
| 3Y | +614.7% | +66.5% | +548.3% | +573.6% |
| 5Y | +647.7% | +1.2% | +646.5% | +616.5% |
| 10Y | +679.2% | +191.4% | +487.8% | +519.1% |
| All | +837.0% | +124.8% | +712.2% | +678.4% |
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