+51.9%
DOW vs ALLY
+4.2%
+47.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.8% | -7.0% | -2.5% |
| 7D | -4.2% | +2.4% | -6.6% | -3.6% |
| 30D | +14.7% | +5.6% | +9.1% | +16.0% |
| 3M | +9.1% | -11.7% | +20.8% | +6.6% |
| 6M | -17.7% | -7.0% | -10.6% | -18.5% |
| YTD | +44.6% | -10.4% | +55.1% | +49.9% |
| 1Y | +51.9% | +2.4% | +49.5% | +44.6% |
| All | +51.9% | +4.2% | +47.7% | +44.6% |
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