-29.5%
DOW vs ALLY
-9.5%
-20.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | -9.5% | +0.9% | -10.4% | -9.8% |
| 30D | +13.1% | +3.1% | +10.0% | +11.8% |
| 3M | +4.8% | -12.6% | +17.4% | +9.0% |
| 6M | -16.7% | -12.4% | -4.2% | -14.1% |
| YTD | +38.9% | -13.2% | +52.0% | +42.1% |
| 1Y | +48.3% | +1.8% | +46.5% | +42.8% |
| 3Y | -24.4% | +58.0% | -82.3% | -38.2% |
| All | -29.5% | -9.5% | -20.0% | -32.4% |
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