+47.0%
DOW vs ALLY
+0.5%
+46.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.2% |
| 7D | -9.4% | -0.2% | -9.2% | -9.4% |
| 30D | +8.9% | +3.4% | +5.5% | +9.8% |
| 3M | +6.7% | -11.1% | +17.8% | +4.3% |
| 6M | -14.2% | -11.5% | -2.7% | -15.6% |
| YTD | +36.9% | -12.3% | +49.3% | +41.4% |
| All | +47.0% | +0.5% | +46.5% | +40.2% |
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 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