+107.5%
COST vs ALLY
+3.2%
+104.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -3.1% | +3.7% | -6.8% | -3.7% |
| 30D | -2.8% | -2.3% | -0.5% | -2.5% |
| 3M | -5.7% | +3.8% | -9.5% | -6.4% |
| 6M | -8.8% | +9.7% | -18.5% | -10.4% |
| YTD | +6.7% | -1.4% | +8.1% | +6.4% |
| 1Y | -3.6% | +8.2% | -11.9% | -5.6% |
| 3Y | +75.1% | +66.5% | +8.6% | +54.0% |
| All | +107.5% | +3.2% | +104.3% | +92.5% |
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