+73.3%
D vs ALLY
+54.4%
+18.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | +3.0% | +0.9% | +2.0% | +2.9% |
| 30D | +11.5% | +3.1% | +8.4% | +11.2% |
| 3M | +3.7% | -12.6% | +16.3% | +4.9% |
| 6M | +13.5% | -12.4% | +26.0% | +14.8% |
| YTD | +20.7% | -13.2% | +33.9% | +22.0% |
| 1Y | +18.2% | +1.8% | +16.4% | +17.5% |
| 3Y | +73.3% | +58.0% | +15.3% | +47.2% |
| All | +73.3% | +54.4% | +18.9% | +47.2% |
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