+227.5%
C vs ALLY
+101.5%
+126.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.7% | -4.3% |
| 7D | -5.3% | -1.1% | -4.2% | -4.7% |
| 30D | -7.3% | +4.2% | -11.5% | -9.5% |
| 3M | -13.5% | -12.4% | -1.1% | -6.7% |
| 6M | -6.5% | -8.7% | +2.2% | -2.0% |
| YTD | +3.6% | -11.6% | +15.3% | +10.5% |
| 1Y | +18.9% | +0.2% | +18.7% | +17.7% |
| 3Y | +205.0% | +57.1% | +147.9% | +123.9% |
| 5Y | +109.4% | -6.8% | +116.2% | +96.0% |
| 10Y | +232.9% | +200.4% | +32.6% | +43.4% |
| All | +227.5% | +101.5% | +126.0% | +55.7% |
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