+172.1%
CAPR vs ALLY
-6.7%
+178.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.9% | +8.5% | +9.0% |
| 7D | +36.0% | -0.2% | +36.3% | +36.1% |
| 30D | +25.8% | +3.4% | +22.3% | +24.2% |
| 3M | +140.8% | -11.1% | +151.9% | +153.1% |
| 6M | -67.6% | -11.5% | -56.1% | -66.6% |
| YTD | -65.9% | -12.3% | -53.5% | -65.0% |
| 1Y | +66.1% | +1.1% | +65.0% | +60.1% |
| 3Y | +256.9% | +64.8% | +192.1% | +173.3% |
| 5Y | +172.1% | -6.9% | +179.0% | +154.5% |
| All | +172.1% | -6.7% | +178.8% | +154.5% |
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 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