+41.8%
ES vs ALLY
+54.4%
-12.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.7% |
| 7D | +1.9% | +0.9% | +1.0% | +1.8% |
| 30D | +7.1% | +3.1% | +4.0% | +6.7% |
| 3M | -1.9% | -12.6% | +10.6% | -0.6% |
| 6M | +4.4% | -12.4% | +16.8% | +5.7% |
| YTD | +7.3% | -13.2% | +20.5% | +8.7% |
| 1Y | +2.1% | +1.8% | +0.3% | +1.2% |
| 3Y | +41.8% | +58.0% | -16.1% | +14.5% |
| All | +41.8% | +54.4% | -12.5% | +14.5% |
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