-17.9%
COMP vs ALLY
-9.5%
-8.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.7% | +12.4% | +12.3% |
| 7D | +13.4% | +0.9% | +12.5% | +12.6% |
| 30D | +11.1% | +3.1% | +8.0% | +8.4% |
| 3M | -18.8% | -12.6% | -6.3% | -8.1% |
| 6M | +10.5% | -12.4% | +22.9% | +25.7% |
| YTD | -3.4% | -13.2% | +9.7% | +11.6% |
| 1Y | +19.7% | +1.8% | +17.9% | +19.8% |
| 3Y | +381.6% | +58.0% | +323.6% | +193.1% |
| All | -17.9% | -9.5% | -8.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling