-10.8%
DOW vs ALLY
+105.0%
-115.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.2% |
| 7D | -2.4% | +3.7% | -6.1% | -3.9% |
| 30D | +0.4% | -2.3% | +2.6% | +1.2% |
| 3M | -14.4% | +3.8% | -18.2% | -16.5% |
| 6M | -7.0% | +9.7% | -16.7% | -13.1% |
| YTD | +30.2% | -1.4% | +31.6% | +27.4% |
| 1Y | +29.2% | +8.2% | +21.0% | +20.8% |
| 3Y | -36.7% | +66.5% | -103.2% | -53.2% |
| 5Y | -37.7% | +1.2% | -38.9% | -44.5% |
| All | -10.8% | +105.0% | -115.8% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling