+15.2%
D vs ALLY
-9.5%
+24.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.1% |
| 3M | +3.7% | -12.6% | +16.3% | +5.3% |
| 6M | +13.5% | -12.4% | +26.0% | +15.1% |
| YTD | +20.7% | -13.2% | +33.9% | +22.3% |
| 1Y | +18.2% | +1.8% | +16.4% | +17.4% |
| 3Y | +73.3% | +58.0% | +15.3% | +58.7% |
| All | +15.2% | -9.5% | +24.7% | +10.5% |
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