-7.4%
EW vs ALLY
-8.7%
+1.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | +6.5% | -2.8% | +9.3% | +7.1% |
| 30D | +22.5% | +1.9% | +20.6% | +22.0% |
| 3M | +13.0% | -12.1% | +25.1% | +15.7% |
| 6M | +37.1% | -9.0% | +46.1% | +39.3% |
| YTD | +24.1% | -12.9% | +37.0% | +26.8% |
| 1Y | +24.2% | -0.1% | +24.3% | +23.5% |
| 3Y | +64.8% | +64.6% | +0.2% | +39.9% |
| 5Y | -7.4% | -10.1% | +2.6% | -3.4% |
| All | -7.4% | -8.7% | +1.2% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling