-4.6%
CARR vs ALLY
+9.5%
-14.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | +1.6% | +3.7% | -2.1% | +0.1% |
| 30D | -8.7% | -2.3% | -6.5% | -8.0% |
| 3M | -12.6% | +3.8% | -16.4% | -13.8% |
| 6M | -1.5% | +9.7% | -11.3% | -4.8% |
| YTD | +14.3% | -1.4% | +15.7% | +13.2% |
| 1Y | -4.6% | +8.2% | -12.8% | -9.7% |
| All | -4.6% | +9.5% | -14.1% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling