-44.8%
COMP vs ALLY
+14.3%
-59.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +1.4% | +3.7% | -2.3% | -1.6% |
| 30D | -13.3% | -2.3% | -11.1% | -11.5% |
| 3M | +41.1% | +3.8% | +37.3% | +37.6% |
| 6M | +17.2% | +9.7% | +7.5% | +10.6% |
| YTD | +5.2% | -1.4% | +6.6% | +8.2% |
| 1Y | +18.9% | +8.2% | +10.7% | +12.6% |
| 3Y | +215.9% | +66.5% | +149.4% | +92.4% |
| 5Y | -31.2% | +1.2% | -32.4% | -44.9% |
| All | -44.8% | +14.3% | -59.1% | -58.6% |
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 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