-37.4%
DOW vs ALLY
+1.6%
-39.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.1% |
| 7D | -2.4% | +3.7% | -6.1% | -3.6% |
| 30D | +0.4% | -2.3% | +2.6% | +1.0% |
| 3M | -14.4% | +3.8% | -18.2% | -16.0% |
| 6M | -7.0% | +9.7% | -16.7% | -11.8% |
| YTD | +30.2% | -1.4% | +31.6% | +28.3% |
| 1Y | +29.2% | +8.2% | +21.0% | +22.7% |
| 3Y | -36.7% | +66.5% | -103.2% | -49.3% |
| All | -37.4% | +1.6% | -39.0% | -43.0% |
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