+69.4%
D vs ALLY
+124.8%
-55.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +0.4% | +3.7% | -3.2% | 0.0% |
| 30D | -3.6% | -2.3% | -1.3% | -3.3% |
| 3M | -1.0% | +3.8% | -4.8% | -1.6% |
| 6M | +6.3% | +9.7% | -3.4% | +4.7% |
| YTD | +14.7% | -1.4% | +16.1% | +14.5% |
| 1Y | +16.9% | +8.2% | +8.7% | +15.1% |
| 3Y | +56.8% | +66.5% | -9.7% | +43.1% |
| 5Y | +5.2% | +1.2% | +4.0% | +0.2% |
| 10Y | +35.9% | +191.4% | -155.6% | +6.3% |
| All | +69.4% | +124.8% | -55.5% | +37.3% |
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