+155.0%
ES vs ALLY
+124.8%
+30.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +0.3% | +3.7% | -3.4% | -0.2% |
| 30D | -2.0% | -2.3% | +0.3% | -1.7% |
| 3M | +1.7% | +3.8% | -2.2% | +1.1% |
| 6M | -3.5% | +9.7% | -13.2% | -5.0% |
| YTD | +7.9% | -1.4% | +9.3% | +7.7% |
| 1Y | +17.2% | +8.2% | +8.9% | +15.1% |
| 3Y | +29.3% | +66.5% | -37.2% | +17.6% |
| 5Y | -5.7% | +1.2% | -7.0% | -10.5% |
| 10Y | +85.2% | +191.4% | -106.2% | +42.7% |
| All | +155.0% | +124.8% | +30.2% | +102.4% |
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