+161.2%
ES vs ALLY
+101.5%
+59.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | +5.9% | -1.1% | +7.1% | +6.1% |
| 30D | +10.2% | +4.2% | +6.0% | +9.6% |
| 3M | +0.4% | -12.4% | +12.8% | +2.1% |
| 6M | +6.9% | -8.7% | +15.5% | +8.0% |
| YTD | +10.5% | -11.6% | +22.2% | +11.8% |
| 1Y | +3.2% | +0.2% | +3.0% | +2.5% |
| 3Y | +49.0% | +57.1% | -8.0% | +36.6% |
| 5Y | +4.5% | -6.8% | +11.3% | +0.4% |
| 10Y | +92.3% | +200.4% | -108.0% | +49.5% |
| All | +161.2% | +101.5% | +59.7% | +110.2% |
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