-8.0%
CARR vs ALLY
+5.1%
-13.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.6% |
| 7D | -4.1% | -3.3% | -0.9% | -2.9% |
| 30D | -11.0% | -4.1% | -6.9% | -9.6% |
| 3M | -16.4% | +1.4% | -17.8% | -16.8% |
| 6M | -2.4% | +14.4% | -16.7% | -5.8% |
| YTD | +8.4% | -4.9% | +13.4% | +8.9% |
| 1Y | -8.0% | +5.5% | -13.5% | -11.3% |
| All | -8.0% | +5.1% | -13.1% | -11.3% |
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 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