+213.1%
EFX vs ALLY
+98.1%
+115.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | +2.7% | +0.9% | +1.8% | +2.4% |
| 30D | +33.1% | +3.1% | +30.0% | +31.9% |
| 3M | +8.2% | -12.6% | +20.7% | +12.9% |
| 6M | +10.2% | -12.4% | +22.6% | +14.7% |
| YTD | -11.8% | -13.2% | +1.3% | -8.2% |
| 1Y | -6.1% | +1.8% | -7.9% | -7.2% |
| 3Y | +7.5% | +58.0% | -50.5% | -9.6% |
| 5Y | -30.7% | -8.4% | -22.3% | -33.8% |
| 10Y | +68.7% | +195.3% | -126.6% | +5.5% |
| All | +213.1% | +98.1% | +115.0% | +111.7% |
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 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