+99.2%
DE vs ALLY
+1.6%
+97.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +10.0% | +3.7% | +6.4% | +8.9% |
| 30D | +13.3% | -2.3% | +15.6% | +14.0% |
| 3M | +17.5% | +3.8% | +13.7% | +16.2% |
| 6M | +13.6% | +9.7% | +3.9% | +10.3% |
| YTD | +49.8% | -1.4% | +51.2% | +49.5% |
| 1Y | +47.9% | +8.2% | +39.6% | +43.3% |
| 3Y | +72.5% | +66.5% | +6.1% | +46.0% |
| All | +99.2% | +1.6% | +97.6% | +87.0% |
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