+713.8%
EW vs ALLY
+124.8%
+589.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.3% | +3.7% | -4.0% | -1.2% |
| 30D | +1.0% | -2.3% | +3.3% | +1.5% |
| 3M | +2.8% | +3.8% | -1.0% | +1.7% |
| 6M | +5.5% | +9.7% | -4.2% | +2.8% |
| YTD | +5.5% | -1.4% | +6.9% | +5.2% |
| 1Y | +11.0% | +8.2% | +2.8% | +8.0% |
| 3Y | +17.7% | +66.5% | -48.8% | -1.2% |
| 5Y | -25.7% | +1.2% | -26.9% | -31.0% |
| 10Y | +132.8% | +191.4% | -58.6% | +47.0% |
| All | +713.8% | +124.8% | +589.0% | +406.3% |
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