-39.2%
CAG vs ALLY
-6.7%
-32.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | +14.7% | +3.4% | +11.2% | +14.4% |
| 3M | +2.4% | -11.1% | +13.4% | +3.1% |
| 6M | +10.7% | -11.5% | +22.2% | +11.5% |
| YTD | -5.5% | -12.3% | +6.8% | -4.8% |
| 1Y | -4.6% | +1.1% | -5.7% | -5.0% |
| 3Y | -34.4% | +64.8% | -99.2% | -38.0% |
| 5Y | -39.2% | -6.9% | -32.3% | -38.7% |
| All | -39.2% | -6.7% | -32.5% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling