+1,076.6%
COST vs ALLY
+95.5%
+981.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +4.6% | -0.7% | +5.3% | +4.7% |
| 30D | +12.8% | +1.1% | +11.6% | +12.5% |
| 3M | +12.1% | -13.2% | +25.2% | +14.1% |
| 6M | +6.0% | -13.5% | +19.5% | +7.8% |
| YTD | +24.4% | -14.3% | +38.7% | +26.3% |
| 1Y | +17.1% | -1.1% | +18.3% | +16.4% |
| 3Y | +92.2% | +62.0% | +30.2% | +74.5% |
| 5Y | +122.5% | -9.6% | +132.2% | +114.5% |
| 10Y | +758.9% | +176.0% | +583.0% | +595.8% |
| All | +1,076.6% | +95.5% | +981.1% | +867.3% |
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