+155.9%
ES vs ALLY
+104.2%
+51.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +1.6% |
| 7D | +5.3% | +2.4% | +2.9% | +5.0% |
| 30D | +8.9% | +5.6% | +3.4% | +8.1% |
| 3M | -1.9% | -11.7% | +9.8% | -0.4% |
| 6M | +3.9% | -7.0% | +10.9% | +4.7% |
| YTD | +8.3% | -10.4% | +18.7% | +9.4% |
| 1Y | -0.1% | +2.4% | -2.5% | -1.1% |
| 3Y | +46.0% | +59.2% | -13.2% | +33.6% |
| 5Y | +3.1% | -5.0% | +8.1% | -1.2% |
| 10Y | +88.4% | +204.5% | -116.0% | +46.2% |
| All | +155.9% | +104.2% | +51.6% | +105.6% |
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