+79.1%
D vs ALLY
+101.5%
-22.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | 0.0% |
| 7D | +6.9% | -1.1% | +8.1% | +7.1% |
| 30D | +12.3% | +4.2% | +8.2% | +11.7% |
| 3M | +3.0% | -12.4% | +15.4% | +4.7% |
| 6M | +12.8% | -8.7% | +21.5% | +13.9% |
| YTD | +22.6% | -11.6% | +34.2% | +24.0% |
| 1Y | +21.7% | +0.2% | +21.5% | +21.0% |
| 3Y | +83.9% | +57.1% | +26.8% | +69.1% |
| 5Y | +14.0% | -6.8% | +20.8% | +9.8% |
| 10Y | +45.6% | +200.4% | -154.8% | +14.1% |
| All | +79.1% | +101.5% | -22.4% | +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 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