-20.2%
DOW vs ALLY
+65.3%
-85.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +5.2% | +0.4% | +4.9% | +5.1% |
| 30D | +13.2% | +5.2% | +8.0% | +11.2% |
| 3M | +10.1% | -13.3% | +23.4% | +14.7% |
| 6M | -13.1% | -6.7% | -6.4% | -12.5% |
| YTD | +46.1% | -12.8% | +59.0% | +49.6% |
| 1Y | +50.0% | +0.7% | +49.3% | +43.6% |
| 3Y | -20.2% | +65.2% | -85.5% | -36.5% |
| All | -20.2% | +65.3% | -85.6% | -36.5% |
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