+464.6%
CAH vs ALLY
+99.9%
+364.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +7.8% | -0.2% | +8.1% | +7.9% |
| 30D | +15.5% | +3.4% | +12.0% | +14.6% |
| 3M | +16.3% | -11.1% | +27.4% | +18.9% |
| 6M | +50.0% | -11.5% | +61.5% | +53.3% |
| YTD | +34.7% | -12.3% | +47.1% | +37.3% |
| 1Y | +35.9% | +1.1% | +34.8% | +34.4% |
| 3Y | +178.5% | +64.8% | +113.7% | +138.2% |
| 5Y | +515.7% | -6.9% | +522.5% | +485.7% |
| 10Y | +421.5% | +194.9% | +226.5% | +240.6% |
| All | +464.6% | +99.9% | +364.7% | +304.5% |
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