+77.9%
DD vs ALLY
+54.4%
+23.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.8% |
| 7D | +4.6% | +0.9% | +3.7% | +4.1% |
| 30D | +11.8% | +3.1% | +8.7% | +10.2% |
| 3M | +2.2% | -12.6% | +14.7% | +7.5% |
| 6M | -1.6% | -12.4% | +10.8% | +3.1% |
| YTD | +23.0% | -13.2% | +36.2% | +28.8% |
| 1Y | +26.9% | +1.8% | +25.1% | +24.4% |
| 3Y | +77.9% | +58.0% | +19.9% | +51.4% |
| All | +77.9% | +54.4% | +23.5% | +51.4% |
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