+373.6%
COMP vs ALLY
+59.2%
+314.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.8% | +3.9% | +4.7% |
| 7D | +9.5% | +2.4% | +7.1% | +7.7% |
| 30D | +8.1% | +5.6% | +2.5% | +3.9% |
| 3M | -16.3% | -11.7% | -4.6% | -7.6% |
| 6M | +42.2% | -7.0% | +49.3% | +52.7% |
| YTD | -5.0% | -10.4% | +5.4% | +4.7% |
| 1Y | +20.1% | +2.4% | +17.7% | +20.8% |
| All | +373.6% | +59.2% | +314.4% | +160.1% |
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