+200.7%
B vs ALLY
+124.8%
+75.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | +3.7% | -5.3% | -1.9% |
| 30D | +9.4% | -2.3% | +11.7% | +9.6% |
| 3M | +5.0% | +3.8% | +1.2% | +4.6% |
| 6M | -3.5% | +9.7% | -13.3% | -4.3% |
| YTD | +4.5% | -1.4% | +5.9% | +4.4% |
| 1Y | +67.8% | +8.2% | +59.5% | +66.4% |
| 3Y | +196.7% | +66.5% | +130.2% | +183.3% |
| 5Y | +151.9% | +1.2% | +150.7% | +142.9% |
| 10Y | +202.2% | +191.4% | +10.7% | +166.7% |
| All | +200.7% | +124.8% | +75.9% | +177.5% |
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