+207.2%
COMP vs ALLY
+63.1%
+144.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +1.4% | +3.7% | -2.3% | -1.3% |
| 30D | -13.3% | -2.3% | -11.1% | -11.7% |
| 3M | +41.1% | +3.8% | +37.3% | +38.0% |
| 6M | +17.2% | +9.7% | +7.5% | +11.6% |
| YTD | +5.2% | -1.4% | +6.6% | +7.5% |
| 1Y | +18.9% | +8.2% | +10.7% | +13.8% |
| All | +207.2% | +63.1% | +144.1% | +99.3% |
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 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