+441.9%
CARR vs ALLY
+344.2%
+97.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +1.6% | +3.7% | -2.1% | +0.4% |
| 30D | -8.7% | -2.3% | -6.5% | -8.1% |
| 3M | -12.6% | +3.8% | -16.4% | -13.6% |
| 6M | -1.5% | +9.7% | -11.3% | -4.5% |
| YTD | +14.3% | -1.4% | +15.7% | +14.4% |
| 1Y | -4.6% | +8.2% | -12.8% | -7.7% |
| 3Y | +7.3% | +66.5% | -59.1% | -11.3% |
| 5Y | +11.6% | +1.2% | +10.4% | +3.1% |
| All | +441.9% | +344.2% | +97.7% | +269.5% |
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 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