-16.0%
CAG vs ALLY
+4.3%
-20.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -6.6% | -1.9% | -4.7% | -6.5% |
| 30D | +2.3% | -4.5% | +6.8% | +2.5% |
| 3M | +16.3% | -2.8% | +19.1% | +16.5% |
| 6M | -16.0% | +10.3% | -26.4% | -16.1% |
| YTD | -7.7% | -5.7% | -2.0% | -7.0% |
| 1Y | -16.0% | +3.9% | -20.0% | -18.0% |
| All | -16.0% | +4.3% | -20.3% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling