+756.7%
CBOE vs ALLY
+95.5%
+661.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +3.7% |
| 7D | +6.0% | -0.7% | +6.6% | +6.0% |
| 30D | +19.9% | +1.1% | +18.8% | +19.7% |
| 3M | +28.4% | -13.2% | +41.5% | +30.5% |
| 6M | +5.2% | -13.5% | +18.6% | +6.7% |
| YTD | +46.4% | -14.3% | +60.7% | +48.3% |
| 1Y | +41.8% | -1.1% | +43.0% | +40.7% |
| 3Y | +114.4% | +62.0% | +52.4% | +90.3% |
| 5Y | +202.9% | -9.6% | +212.5% | +192.7% |
| 10Y | +511.3% | +176.0% | +335.4% | +345.7% |
| All | +756.7% | +95.5% | +661.2% | +559.4% |
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