+92.6%
CAPR vs ALLY
+1.6%
+91.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -2.0% | +3.7% | -5.7% | -3.5% |
| 30D | +139.2% | -2.3% | +141.4% | +141.1% |
| 3M | -66.4% | +3.8% | -70.2% | -67.7% |
| 6M | -63.1% | +9.7% | -72.8% | -65.6% |
| YTD | -67.4% | -1.4% | -66.0% | -68.2% |
| 1Y | +58.2% | +8.2% | +50.0% | +47.5% |
| 3Y | +42.2% | +66.5% | -24.3% | +8.8% |
| All | +92.6% | +1.6% | +91.0% | +68.3% |
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