+208.1%
C vs ALLY
+54.4%
+153.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.9% |
| 30D | -6.0% | +3.1% | -9.1% | -7.6% |
| 3M | -10.5% | -12.6% | +2.0% | -4.0% |
| 6M | -5.7% | -12.4% | +6.7% | +0.8% |
| YTD | +4.1% | -13.2% | +17.3% | +11.5% |
| 1Y | +20.5% | +1.8% | +18.7% | +18.7% |
| 3Y | +208.1% | +58.0% | +150.1% | +158.6% |
| All | +208.1% | +54.4% | +153.8% | +158.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling