+278.7%
C vs ALLY
+124.8%
+153.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +3.6% | +3.7% | 0.0% | +1.5% |
| 30D | +0.1% | -2.3% | +2.3% | +1.4% |
| 3M | +2.4% | +3.8% | -1.4% | 0.0% |
| 6M | +24.9% | +9.7% | +15.2% | +17.7% |
| YTD | +19.8% | -1.4% | +21.2% | +20.1% |
| 1Y | +44.9% | +8.2% | +36.6% | +36.9% |
| 3Y | +263.0% | +66.5% | +196.5% | +156.9% |
| 5Y | +129.5% | +1.2% | +128.3% | +104.3% |
| 10Y | +291.6% | +191.4% | +100.2% | +69.9% |
| All | +278.7% | +124.8% | +153.9% | +69.2% |
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