-94.0%
CAPR vs ALLY
+101.5%
-195.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.2% | -2.9% |
| 7D | +29.7% | -1.1% | +30.9% | +30.6% |
| 30D | +11.0% | +4.2% | +6.8% | +8.9% |
| 3M | +118.8% | -12.4% | +131.2% | +134.2% |
| 6M | -73.9% | -8.7% | -65.2% | -73.4% |
| YTD | -70.2% | -11.6% | -58.6% | -69.4% |
| 1Y | +38.3% | +0.2% | +38.1% | +32.6% |
| 3Y | +199.7% | +57.1% | +142.6% | +116.3% |
| 5Y | +130.6% | -6.8% | +137.4% | +106.7% |
| 10Y | -68.5% | +200.4% | -268.9% | -88.4% |
| All | -94.0% | +101.5% | -195.5% | -97.8% |
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