+549.2%
ETN vs ALLY
+98.8%
+450.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | -13.4% | +5.2% | -18.6% | -15.4% |
| 3M | -21.9% | -13.3% | -8.6% | -17.7% |
| 6M | -12.8% | -6.7% | -6.1% | -10.9% |
| YTD | +12.1% | -12.8% | +24.9% | +17.0% |
| 1Y | +0.8% | +0.7% | +0.1% | -0.7% |
| 3Y | +64.5% | +65.2% | -0.7% | +28.6% |
| 5Y | +121.7% | -10.1% | +131.9% | +111.8% |
| 10Y | +542.2% | +177.0% | +365.2% | +230.4% |
| All | +549.2% | +98.8% | +450.4% | +273.5% |
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 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