+7.7%
DIS vs ALLY
-1.7%
+9.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.9% |
| 7D | +4.4% | -0.7% | +5.1% | +4.7% |
| 30D | +10.3% | +1.1% | +9.2% | +9.8% |
| 3M | +15.5% | -13.2% | +28.7% | +21.1% |
| 6M | +11.2% | -13.5% | +24.7% | +16.2% |
| YTD | +5.6% | -14.3% | +19.9% | +10.9% |
| 1Y | +7.7% | -1.1% | +8.9% | +4.8% |
| All | +7.7% | -1.7% | +9.5% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling