+5.0%
CARR vs ALLY
+69.8%
-64.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.2% |
| 7D | +3.2% | +1.0% | +2.2% | +2.8% |
| 30D | -7.7% | -3.3% | -4.4% | -6.5% |
| 3M | -11.9% | +0.5% | -12.4% | -12.1% |
| 6M | +2.0% | +12.6% | -10.6% | -2.2% |
| YTD | +13.2% | -4.7% | +17.8% | +14.5% |
| 1Y | -8.5% | +5.2% | -13.8% | -11.0% |
| 3Y | +5.0% | +66.5% | -61.5% | -11.1% |
| All | +5.0% | +69.8% | -64.9% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling