+96.9%
COST vs ALLY
+61.3%
+35.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | +12.8% | +3.4% | +9.3% | +12.5% |
| 3M | +12.7% | -11.1% | +23.7% | +13.5% |
| 6M | +6.0% | -11.5% | +17.5% | +6.8% |
| YTD | +24.4% | -12.3% | +36.7% | +25.4% |
| 1Y | +16.2% | +1.1% | +15.1% | +15.3% |
| 3Y | +96.9% | +64.8% | +32.1% | +86.0% |
| All | +96.9% | +61.3% | +35.6% | +86.0% |
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