-54.2%
COMP vs ALLY
+2.4%
-56.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.3% | -6.8% | -7.0% |
| 7D | -1.8% | -1.1% | -0.7% | -0.6% |
| 30D | -0.8% | +4.2% | -4.9% | -3.7% |
| 3M | -28.1% | -12.4% | -15.7% | -19.1% |
| 6M | +27.0% | -8.7% | +35.7% | +39.5% |
| YTD | -12.8% | -11.6% | -1.1% | -1.1% |
| 1Y | +4.9% | +0.2% | +4.7% | +6.7% |
| 3Y | +321.0% | +57.1% | +263.9% | +170.7% |
| 5Y | -25.6% | -6.8% | -18.7% | -34.3% |
| All | -54.2% | +2.4% | -56.6% | -62.1% |
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 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