-9.3%
EFX vs ALLY
-0.9%
-8.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -3.6% | -2.1% | -1.5% | -2.8% |
| 30D | +25.3% | +2.0% | +23.3% | +24.2% |
| 3M | +3.8% | -13.3% | +17.1% | +9.3% |
| 6M | +12.7% | -9.9% | +22.6% | +16.6% |
| YTD | -13.1% | -13.5% | +0.4% | -9.0% |
| 1Y | -9.3% | -2.8% | -6.5% | -9.7% |
| All | -9.3% | -0.9% | -8.4% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling