+1,076.6%
COST vs ALLY
+99.9%
+976.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.2% |
| 3M | +12.7% | -11.1% | +23.7% | +14.4% |
| 6M | +6.0% | -11.5% | +17.5% | +7.5% |
| YTD | +24.4% | -12.3% | +36.7% | +25.9% |
| 1Y | +16.2% | +1.1% | +15.1% | +15.2% |
| 3Y | +96.9% | +64.8% | +32.1% | +78.4% |
| 5Y | +121.1% | -6.9% | +128.0% | +112.3% |
| 10Y | +758.4% | +194.9% | +563.5% | +589.6% |
| All | +1,076.6% | +99.9% | +976.7% | +864.4% |
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