+334.9%
COMP vs ALLY
+57.0%
+277.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.3% | -6.8% | -7.1% |
| 7D | -1.8% | -1.1% | -0.7% | -0.7% |
| 30D | -0.8% | +4.2% | -4.9% | -3.5% |
| 3M | -28.1% | -12.4% | -15.7% | -20.0% |
| 6M | +27.0% | -8.7% | +35.7% | +38.3% |
| YTD | -12.8% | -11.6% | -1.1% | -2.7% |
| 1Y | +4.9% | +0.2% | +4.7% | +7.3% |
| All | +334.9% | +57.0% | +277.9% | +141.6% |
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