+506.1%
CAH vs ALLY
-9.5%
+515.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.6% |
| 7D | +8.5% | +0.9% | +7.6% | +8.4% |
| 30D | +17.0% | +3.1% | +14.0% | +16.7% |
| 3M | +14.6% | -12.6% | +27.2% | +15.8% |
| 6M | +42.5% | -12.4% | +55.0% | +43.9% |
| YTD | +33.5% | -13.2% | +46.6% | +34.7% |
| 1Y | +38.5% | +1.8% | +36.7% | +37.8% |
| 3Y | +179.0% | +58.0% | +121.0% | +159.9% |
| All | +506.1% | -9.5% | +515.6% | +531.3% |
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