+135.2%
B vs ALLY
-7.4%
+142.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.7% |
| 7D | +4.3% | -1.1% | +5.5% | +4.5% |
| 30D | -0.9% | +4.2% | -5.1% | -1.5% |
| 3M | -1.4% | -12.4% | +11.1% | +0.5% |
| 6M | +5.0% | -8.7% | +13.7% | +6.3% |
| YTD | -5.8% | -11.6% | +5.8% | -4.4% |
| 1Y | +25.6% | +0.2% | +25.4% | +25.4% |
| 3Y | +161.6% | +57.1% | +104.5% | +142.2% |
| 5Y | +135.2% | -6.8% | +142.1% | +111.0% |
| All | +135.2% | -7.4% | +142.7% | +111.0% |
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