+49.4%
ED vs ALLY
+65.2%
-15.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | 0.0% |
| 7D | -0.9% | -2.8% | +1.8% | -1.0% |
| 30D | +11.2% | +1.9% | +9.3% | +11.3% |
| 3M | +11.8% | -12.1% | +23.9% | +11.3% |
| 6M | +14.1% | -9.0% | +23.1% | +13.8% |
| YTD | +23.0% | -12.9% | +35.9% | +22.7% |
| 1Y | +23.7% | -0.1% | +23.7% | +23.7% |
| All | +49.4% | +65.2% | -15.8% | +38.5% |
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