+256.8%
ED vs ALLY
+98.1%
+158.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.3% |
| 7D | +1.6% | +0.9% | +0.7% | +1.6% |
| 30D | +13.3% | +3.1% | +10.2% | +13.1% |
| 3M | +9.7% | -12.6% | +22.3% | +10.6% |
| 6M | +12.8% | -12.4% | +25.2% | +13.6% |
| YTD | +22.3% | -13.2% | +35.5% | +23.1% |
| 1Y | +26.3% | +1.8% | +24.5% | +25.7% |
| 3Y | +45.0% | +58.0% | -12.9% | +37.4% |
| 5Y | +80.2% | -8.4% | +88.6% | +76.1% |
| 10Y | +129.9% | +195.3% | -65.4% | +101.1% |
| All | +256.8% | +98.1% | +158.8% | +216.2% |
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