+812.7%
EW vs ALLY
+101.5%
+711.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +6.8% | -1.1% | +7.9% | +7.0% |
| 30D | +16.6% | +4.2% | +12.4% | +15.4% |
| 3M | +13.3% | -12.4% | +25.7% | +16.8% |
| 6M | +21.6% | -8.7% | +30.3% | +23.8% |
| YTD | +18.3% | -11.6% | +29.9% | +21.0% |
| 1Y | +21.7% | +0.2% | +21.5% | +20.7% |
| 3Y | +50.3% | +57.1% | -6.8% | +28.0% |
| 5Y | -15.0% | -6.8% | -8.2% | -19.3% |
| 10Y | +237.5% | +200.4% | +37.1% | +110.6% |
| All | +812.7% | +101.5% | +711.2% | +482.2% |
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